+807.8%
CCL vs LSCC
+10,808.2%
-10,000.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -5.0% | +1.3% | -6.4% | -5.3% |
| 30D | -20.3% | -9.7% | -10.7% | -18.6% |
| 3M | -15.1% | -23.7% | +8.6% | -10.9% |
| 6M | -15.1% | +26.5% | -41.6% | -20.5% |
| YTD | -21.8% | +57.5% | -79.3% | -30.7% |
| 1Y | -24.8% | +75.7% | -100.5% | -35.2% |
| 3Y | +51.9% | +19.5% | +32.4% | +36.3% |
| 5Y | +4.0% | +83.8% | -79.7% | -14.5% |
| 10Y | -42.2% | +1,772.4% | -1,814.6% | -69.8% |
| All | +807.8% | +10,808.2% | -10,000.5% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling