+237.0%
CFG vs LSCC
+1,398.6%
-1,161.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | +0.9% |
| 7D | +0.3% | +19.3% | -19.1% | -4.4% |
| 30D | +3.2% | -9.6% | +12.9% | +4.9% |
| 3M | -9.7% | -12.4% | +2.7% | -8.0% |
| 6M | +3.6% | -10.5% | +14.1% | +2.8% |
| YTD | +14.7% | +54.8% | -40.1% | -3.2% |
| 1Y | +29.6% | +79.4% | -49.8% | +4.8% |
| 3Y | +190.6% | +109.6% | +81.0% | +110.1% |
| 5Y | +67.1% | +40.4% | +26.7% | +25.3% |
| 10Y | +237.0% | +1,379.1% | -1,142.1% | +32.7% |
| All | +237.0% | +1,398.6% | -1,161.5% | +32.7% |
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