-19.5%
CCJ vs LSCC
+83.9%
-103.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.4% | -8.4% | -2.0% |
| 7D | +3.7% | +14.5% | -10.8% | -1.9% |
| 30D | -13.7% | -0.1% | -13.6% | -14.4% |
| 3M | -24.7% | -2.7% | -22.1% | -25.0% |
| 6M | -38.1% | -4.8% | -33.3% | -38.9% |
| YTD | -18.8% | +66.9% | -85.6% | -38.1% |
| 1Y | -19.5% | +85.8% | -105.4% | -39.9% |
| All | -19.5% | +83.9% | -103.4% | -39.9% |
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 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