+72.5%
CCJ vs LSCC
+101.3%
-28.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.6% |
| 7D | +0.4% | +5.0% | -4.6% | -1.1% |
| 30D | -17.2% | -11.7% | -5.5% | -14.5% |
| 3M | -25.1% | -13.3% | -11.8% | -22.6% |
| 6M | -37.6% | -12.5% | -25.1% | -36.2% |
| YTD | -20.4% | +51.2% | -71.5% | -30.8% |
| 1Y | -22.5% | +65.9% | -88.4% | -34.4% |
| 3Y | +72.5% | +95.3% | -22.9% | +47.0% |
| All | +72.5% | +101.3% | -28.9% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling