+237.6%
CFG vs LSCC
+1,244.7%
-1,007.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.1% | -2.7% |
| 7D | -0.9% | +13.0% | -13.9% | -4.1% |
| 30D | +1.1% | -19.8% | +20.9% | +5.8% |
| 3M | -12.0% | -18.4% | +6.4% | -8.8% |
| 6M | -2.2% | -16.1% | +13.9% | -1.5% |
| YTD | +11.4% | +42.7% | -31.3% | -4.1% |
| 1Y | +27.8% | +68.0% | -40.2% | +5.1% |
| 3Y | +173.3% | +85.8% | +87.5% | +103.9% |
| 5Y | +62.4% | +28.0% | +34.4% | +24.7% |
| All | +237.6% | +1,244.7% | -1,007.1% | +35.7% |
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 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