-24.8%
CCL vs LSCC
+72.9%
-97.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | -5.0% | +1.3% | -6.4% | -5.4% |
| 30D | -20.3% | -9.7% | -10.7% | -17.9% |
| 3M | -15.1% | -23.7% | +8.6% | -8.7% |
| 6M | -15.1% | +26.5% | -41.6% | -26.0% |
| YTD | -21.8% | +57.5% | -79.3% | -38.1% |
| 1Y | -24.8% | +75.7% | -100.5% | -41.5% |
| All | -24.8% | +72.9% | -97.7% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling