+1,080.4%
CCI vs LSCC
+1,215.3%
-134.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -4.0% |
| 7D | -0.1% | +13.0% | -13.1% | -2.9% |
| 30D | +28.4% | -19.8% | +48.2% | +33.2% |
| 3M | +20.0% | -18.4% | +38.4% | +23.4% |
| 6M | +0.8% | -16.1% | +16.9% | +0.8% |
| YTD | +3.6% | +42.7% | -39.1% | -8.9% |
| 1Y | +6.1% | +68.0% | -61.9% | -10.2% |
| 3Y | +7.2% | +85.8% | -78.6% | -18.6% |
| 5Y | -37.0% | +28.0% | -65.0% | -51.2% |
| 10Y | +54.2% | +1,255.1% | -1,200.9% | -40.3% |
| All | +1,080.4% | +1,215.3% | -134.9% | +153.5% |
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 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