+62.7%
CCJ vs LSCC
+99.6%
-36.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.2% |
| 7D | -0.8% | +7.0% | -7.8% | -3.0% |
| 30D | -13.2% | -2.3% | -10.9% | -13.2% |
| 3M | -27.6% | -12.5% | -15.1% | -25.5% |
| 6M | -38.7% | -10.6% | -28.1% | -37.9% |
| YTD | -22.7% | +52.7% | -75.4% | -33.2% |
| 1Y | -17.6% | +74.0% | -91.5% | -31.3% |
| 3Y | +62.7% | +104.8% | -42.1% | +36.5% |
| All | +62.7% | +99.6% | -36.9% | +36.5% |
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