+133.6%
CCL vs LSCC
+99.6%
+33.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.3% |
| 7D | -1.2% | +7.0% | -8.2% | -3.5% |
| 30D | +13.1% | -2.3% | +15.4% | +12.7% |
| 3M | +3.4% | -12.5% | +15.9% | +6.1% |
| 6M | +18.7% | -10.6% | +29.3% | +18.3% |
| YTD | -2.3% | +52.7% | -54.9% | -20.2% |
| 1Y | +14.2% | +74.0% | -59.8% | -11.0% |
| 3Y | +133.6% | +104.8% | +28.8% | +47.6% |
| All | +133.6% | +99.6% | +33.9% | +47.6% |
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