+173.1%
CCJ vs LSCC
+50.4%
+122.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.4% | -8.4% | -1.2% |
| 7D | +3.7% | +14.5% | -10.8% | -0.8% |
| 30D | -13.7% | -0.1% | -13.6% | -14.3% |
| 3M | -24.7% | -2.7% | -22.1% | -25.0% |
| 6M | -38.1% | -4.8% | -33.3% | -38.6% |
| YTD | -18.8% | +66.9% | -85.6% | -32.4% |
| 1Y | -19.5% | +85.8% | -105.4% | -35.2% |
| 3Y | +75.9% | +115.6% | -39.7% | +26.2% |
| 5Y | +173.1% | +48.8% | +124.3% | +102.7% |
| All | +173.1% | +50.4% | +122.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling