-17.6%
CCJ vs LSCC
+72.6%
-90.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.6% |
| 7D | -0.8% | +7.0% | -7.8% | -3.5% |
| 30D | -13.2% | -2.3% | -10.9% | -13.2% |
| 3M | -27.6% | -12.5% | -15.1% | -24.9% |
| 6M | -38.7% | -10.6% | -28.1% | -38.0% |
| YTD | -22.7% | +52.7% | -75.4% | -38.1% |
| 1Y | -17.6% | +74.0% | -91.5% | -36.3% |
| All | -17.6% | +72.6% | -90.2% | -36.3% |
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