+172.8%
CCJ vs LSCC
+20.0%
+152.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | +6.9% | -9.7% | +16.5% | +9.8% |
| 3M | -11.6% | -23.7% | +12.1% | -5.7% |
| 6M | -16.2% | +26.5% | -42.7% | -21.8% |
| YTD | +10.1% | +57.5% | -47.4% | -2.7% |
| 1Y | +32.3% | +75.7% | -43.4% | +13.6% |
| All | +172.8% | +20.0% | +152.8% | +135.4% |
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