+155.6%
CCL vs LSCC
+104.5%
+51.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.4% | -4.3% | +1.5% |
| 7D | +3.1% | +19.3% | -16.3% | -3.0% |
| 30D | +17.5% | -9.6% | +27.2% | +20.3% |
| 3M | +6.8% | -12.4% | +19.2% | +9.8% |
| 6M | +18.7% | -10.5% | +29.2% | +18.6% |
| YTD | +3.0% | +54.8% | -51.8% | -16.1% |
| 1Y | +17.7% | +79.4% | -61.7% | -9.0% |
| 3Y | +155.6% | +109.6% | +46.0% | +58.9% |
| All | +155.6% | +104.5% | +51.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling