+52.9%
CDE vs LSCC
+1,333.6%
-1,280.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.7% | -6.3% |
| 7D | +14.0% | +5.0% | +9.0% | +12.2% |
| 30D | -10.7% | -11.7% | +1.0% | -7.5% |
| 3M | -15.8% | -13.3% | -2.5% | -12.7% |
| 6M | -17.5% | -12.5% | -5.0% | -15.3% |
| YTD | -14.1% | +51.2% | -65.3% | -25.8% |
| 1Y | +2.9% | +65.9% | -63.0% | -13.5% |
| 3Y | +625.5% | +95.3% | +530.1% | +453.7% |
| 5Y | +117.1% | +38.6% | +78.5% | +68.9% |
| 10Y | +52.9% | +1,352.3% | -1,299.4% | -21.3% |
| All | +52.9% | +1,333.6% | -1,280.7% | -21.3% |
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