-34.0%
CCL vs LSCC
+1,351.6%
-1,385.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.9% |
| 7D | -1.2% | +7.0% | -8.2% | -4.3% |
| 30D | +13.1% | -2.3% | +15.4% | +12.2% |
| 3M | +3.4% | -12.5% | +15.9% | +6.4% |
| 6M | +18.7% | -10.6% | +29.3% | +17.7% |
| YTD | -2.3% | +52.7% | -54.9% | -24.7% |
| 1Y | +14.2% | +74.0% | -59.8% | -17.1% |
| 3Y | +133.6% | +104.8% | +28.8% | +40.9% |
| 5Y | +33.5% | +36.2% | -2.7% | -8.5% |
| All | -34.0% | +1,351.6% | -1,385.6% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling