-25.9%
CCJ vs LSCC
+57.8%
-83.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | -14.5% | +3.0% | -17.5% | -15.6% |
| 30D | -18.1% | -19.3% | +1.2% | -11.4% |
| 3M | -23.0% | -22.3% | -0.7% | -16.1% |
| 6M | -39.4% | -14.6% | -24.8% | -37.4% |
| YTD | -21.7% | +45.8% | -67.4% | -37.6% |
| 1Y | -25.9% | +69.6% | -95.5% | -45.1% |
| All | -25.9% | +57.8% | -83.8% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling