+577.4%
CF vs LSCC
+1,772.4%
-1,194.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.5% |
| 7D | +6.0% | +1.3% | +4.7% | +5.8% |
| 30D | +14.8% | -9.7% | +24.5% | +16.3% |
| 3M | +14.1% | -23.7% | +37.8% | +17.2% |
| 6M | +28.5% | +26.5% | +2.0% | +20.4% |
| YTD | +74.9% | +57.5% | +17.4% | +56.9% |
| 1Y | +61.7% | +75.7% | -14.0% | +41.1% |
| 3Y | +80.3% | +19.5% | +60.9% | +60.9% |
| 5Y | +226.0% | +83.8% | +142.2% | +149.5% |
| All | +577.4% | +1,772.4% | -1,194.9% | +217.6% |
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 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