+73.0%
CF vs LSCC
+20.0%
+53.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.2% |
| 7D | +6.0% | +1.3% | +4.7% | +6.0% |
| 30D | +14.8% | -9.7% | +24.5% | +14.9% |
| 3M | +14.1% | -23.7% | +37.8% | +14.5% |
| 6M | +28.5% | +26.5% | +2.0% | +26.7% |
| YTD | +74.9% | +57.5% | +17.4% | +69.2% |
| 1Y | +61.7% | +75.7% | -14.0% | +54.4% |
| All | +73.0% | +20.0% | +53.0% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling