+64.0%
CFG vs LSCC
+18.7%
+45.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.6% | +5.5% | -1.3% |
| 7D | -2.2% | -4.8% | +2.7% | -1.4% |
| 30D | +0.4% | -27.1% | +27.5% | +6.7% |
| 3M | -12.6% | -23.6% | +11.0% | -8.5% |
| 6M | +0.6% | -19.8% | +20.4% | +2.3% |
| YTD | +12.4% | +33.2% | -20.8% | -0.1% |
| 1Y | +27.7% | +55.2% | -27.6% | +9.0% |
| 3Y | +172.4% | +70.1% | +102.3% | +113.3% |
| 5Y | +64.0% | +19.5% | +44.4% | +29.9% |
| All | +64.0% | +18.7% | +45.3% | +29.9% |
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