+33.7%
CFG vs LSCC
+57.8%
-24.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | +1.8% | +3.0% | -1.2% | +1.4% |
| 30D | +3.3% | -19.3% | +22.6% | +5.8% |
| 3M | -9.8% | -22.3% | +12.4% | -7.4% |
| 6M | +5.2% | -14.6% | +19.8% | +4.6% |
| YTD | +16.1% | +45.8% | -29.7% | +1.4% |
| 1Y | +33.7% | +69.6% | -35.9% | +10.1% |
| All | +33.7% | +57.8% | -24.2% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling