+122.4%
CF vs LSCC
+18.7%
+103.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.6% | +14.8% | +6.6% |
| 7D | +0.4% | -4.8% | +5.2% | +0.5% |
| 30D | +2.2% | -27.1% | +29.3% | +3.8% |
| 3M | +2.1% | -23.6% | +25.7% | +3.3% |
| 6M | -6.5% | -19.8% | +13.3% | -6.5% |
| YTD | +55.6% | +33.2% | +22.3% | +46.4% |
| 1Y | +42.3% | +55.2% | -12.9% | +31.4% |
| 3Y | +55.7% | +70.1% | -14.4% | +35.2% |
| 5Y | +122.4% | +19.5% | +102.9% | +108.3% |
| All | +122.4% | +18.7% | +103.7% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling