+568.0%
CF vs LSCC
+1,244.7%
-676.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.2% |
| 7D | -3.2% | +13.0% | -16.1% | -5.0% |
| 30D | +4.3% | -19.8% | +24.2% | +6.8% |
| 3M | +2.8% | -18.4% | +21.2% | +4.6% |
| 6M | +0.6% | -16.1% | +16.7% | +0.5% |
| YTD | +56.6% | +42.7% | +13.9% | +40.2% |
| 1Y | +49.6% | +68.0% | -18.4% | +29.6% |
| 3Y | +61.5% | +85.8% | -24.4% | +27.9% |
| 5Y | +124.0% | +28.0% | +95.9% | +81.6% |
| All | +568.0% | +1,244.7% | -676.7% | +205.5% |
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