+157.0%
CCJ vs LSCC
+26.3%
+130.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.1% | -2.8% | +2.1% |
| 7D | -7.3% | +13.0% | -20.3% | -11.1% |
| 30D | -20.0% | -19.8% | -0.1% | -14.7% |
| 3M | -23.8% | -18.4% | -5.4% | -19.7% |
| 6M | -42.4% | -16.1% | -26.3% | -40.4% |
| YTD | -22.1% | +42.7% | -64.8% | -31.9% |
| 1Y | -20.8% | +68.0% | -88.8% | -34.1% |
| 3Y | +75.7% | +85.8% | -10.1% | +31.9% |
| All | +157.0% | +26.3% | +130.6% | +105.2% |
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