+34.8%
CF vs LSCC
+57.8%
-23.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.2% |
| 7D | -6.9% | +3.0% | -9.8% | -6.1% |
| 30D | -3.7% | -19.3% | +15.5% | -6.1% |
| 3M | -5.0% | -22.3% | +17.3% | -7.4% |
| 6M | -10.5% | -14.6% | +4.1% | -9.3% |
| YTD | +46.5% | +45.8% | +0.8% | +53.1% |
| 1Y | +34.8% | +69.6% | -34.8% | +35.0% |
| All | +34.8% | +57.8% | -23.0% | +35.0% |
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 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