-31.2%
CCL vs LSCC
+1,244.7%
-1,275.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.2% | -3.0% |
| 7D | +2.6% | +13.0% | -10.4% | -3.0% |
| 30D | +13.1% | -19.8% | +32.9% | +22.2% |
| 3M | +3.3% | -18.4% | +21.7% | +9.8% |
| 6M | +8.7% | -16.1% | +24.8% | +10.9% |
| YTD | -1.6% | +42.7% | -44.3% | -21.7% |
| 1Y | +14.0% | +68.0% | -54.0% | -15.9% |
| 3Y | +145.1% | +85.8% | +59.3% | +54.8% |
| 5Y | +21.2% | +28.0% | -6.8% | -14.4% |
| All | -31.2% | +1,244.7% | -1,275.9% | -77.5% |
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 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