+101.0%
CB vs LSCC
+82.7%
+18.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.0% |
| 7D | +0.5% | +1.3% | -0.8% | +0.5% |
| 30D | -3.1% | -9.7% | +6.6% | -2.9% |
| 3M | +9.0% | -23.7% | +32.7% | +9.5% |
| 6M | +2.9% | +26.5% | -23.6% | +1.1% |
| YTD | +10.1% | +57.5% | -47.4% | +7.0% |
| 1Y | +22.8% | +75.7% | -52.9% | +18.4% |
| 3Y | +73.8% | +19.5% | +54.3% | +70.3% |
| All | +101.0% | +82.7% | +18.3% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling