-29.4%
CCL vs LSCC
+1,333.6%
-1,363.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.7% |
| 7D | +5.8% | +5.0% | +0.8% | +3.5% |
| 30D | +17.3% | -11.7% | +29.0% | +21.7% |
| 3M | +11.3% | -13.3% | +24.6% | +15.4% |
| 6M | +18.5% | -12.5% | +31.0% | +18.9% |
| YTD | +2.8% | +51.2% | -48.4% | -20.2% |
| 1Y | +16.7% | +65.9% | -49.1% | -13.2% |
| 3Y | +146.0% | +95.3% | +50.7% | +52.1% |
| 5Y | +33.6% | +38.6% | -5.0% | -8.7% |
| 10Y | -29.4% | +1,352.3% | -1,381.8% | -77.7% |
| All | -29.4% | +1,333.6% | -1,363.1% | -77.7% |
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 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