+61.7%
CF vs LSCC
+72.9%
-11.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.0% |
| 7D | +6.0% | +1.3% | +4.7% | +6.2% |
| 30D | +14.8% | -9.7% | +24.5% | +13.4% |
| 3M | +14.1% | -23.7% | +37.8% | +11.2% |
| 6M | +28.5% | +26.5% | +2.0% | +36.6% |
| YTD | +74.9% | +57.5% | +17.4% | +84.9% |
| 1Y | +61.7% | +75.7% | -14.0% | +75.6% |
| All | +61.7% | +72.9% | -11.2% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling