+220.7%
CF vs LSCC
+82.7%
+138.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.4% |
| 7D | +6.0% | +1.3% | +4.7% | +5.9% |
| 30D | +14.8% | -9.7% | +24.5% | +15.6% |
| 3M | +14.1% | -23.7% | +37.8% | +15.8% |
| 6M | +28.5% | +26.5% | +2.0% | +23.7% |
| YTD | +74.9% | +57.5% | +17.4% | +63.4% |
| 1Y | +61.7% | +75.7% | -14.0% | +48.2% |
| 3Y | +80.3% | +19.5% | +60.9% | +69.1% |
| All | +220.7% | +82.7% | +138.0% | +164.6% |
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 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