+7,312.5%
CB vs LSCC
+2,351.4%
+4,961.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.9% |
| 7D | +5.3% | +3.0% | +2.3% | +4.7% |
| 30D | +13.2% | -19.3% | +32.5% | +15.6% |
| 3M | +7.8% | -22.3% | +30.0% | +10.1% |
| 6M | +15.8% | -14.6% | +30.4% | +15.6% |
| YTD | +21.0% | +45.8% | -24.8% | +12.1% |
| 1Y | +32.2% | +69.6% | -37.4% | +20.0% |
| 3Y | +76.7% | +86.1% | -9.4% | +51.7% |
| 5Y | +110.4% | +30.7% | +79.6% | +82.0% |
| 10Y | +261.0% | +1,283.9% | -1,022.9% | +116.1% |
| All | +7,312.5% | +2,351.4% | +4,961.0% | +2,832.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling