+563.4%
CF vs LSCC
+1,155.2%
-591.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.6% | +14.8% | +7.3% |
| 7D | +0.4% | -4.8% | +5.2% | +0.7% |
| 30D | +2.2% | -27.1% | +29.3% | +6.0% |
| 3M | +2.1% | -23.6% | +25.7% | +4.8% |
| 6M | -6.5% | -19.8% | +13.3% | -6.2% |
| YTD | +55.6% | +33.2% | +22.3% | +40.5% |
| 1Y | +42.3% | +55.2% | -12.9% | +24.7% |
| 3Y | +55.7% | +70.1% | -14.4% | +25.1% |
| 5Y | +122.4% | +19.5% | +102.9% | +82.0% |
| All | +563.4% | +1,155.2% | -591.8% | +206.2% |
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