+6,646.7%
CB vs LSCC
+2,549.1%
+4,097.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.1% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | -3.1% | -9.7% | +6.6% | -2.1% |
| 3M | +9.0% | -23.7% | +32.7% | +11.3% |
| 6M | +2.9% | +26.5% | -23.6% | -1.9% |
| YTD | +10.1% | +57.5% | -47.4% | +1.7% |
| 1Y | +22.8% | +75.7% | -52.9% | +11.3% |
| 3Y | +73.8% | +19.5% | +54.3% | +58.6% |
| 5Y | +99.2% | +83.8% | +15.4% | +65.6% |
| 10Y | +218.2% | +1,772.4% | -1,554.2% | +83.8% |
| All | +6,646.7% | +2,549.1% | +4,097.5% | +2,562.0% |
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