+1,091.6%
CCJ vs LSCC
+1,413.8%
-322.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.1% | -2.8% | +3.0% |
| 7D | -7.3% | +13.0% | -20.3% | -9.6% |
| 30D | -20.0% | -19.8% | -0.1% | -16.8% |
| 3M | -23.8% | -18.4% | -5.4% | -21.3% |
| 6M | -42.4% | -16.1% | -26.3% | -41.1% |
| YTD | -22.1% | +42.7% | -64.8% | -28.0% |
| 1Y | -20.8% | +68.0% | -88.8% | -29.1% |
| 3Y | +75.7% | +85.8% | -10.1% | +49.0% |
| 5Y | +167.4% | +28.0% | +139.4% | +134.5% |
| 10Y | +826.3% | +1,255.1% | -428.8% | +431.1% |
| All | +1,091.6% | +1,413.8% | -322.2% | +411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling