+22.2%
CCL vs LSCC
+26.3%
-4.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.2% | -3.1% |
| 7D | +2.6% | +13.0% | -10.4% | -3.2% |
| 30D | +13.1% | -19.8% | +32.9% | +22.7% |
| 3M | +3.3% | -18.4% | +21.7% | +10.2% |
| 6M | +8.7% | -16.1% | +24.8% | +10.7% |
| YTD | -1.6% | +42.7% | -44.3% | -23.6% |
| 1Y | +14.0% | +68.0% | -54.0% | -18.5% |
| 3Y | +145.1% | +85.8% | +59.3% | +43.2% |
| All | +22.2% | +26.3% | -4.1% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling