+102.5%
CFG vs LSCC
+82.7%
+19.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | +1.5% | +1.3% | +0.2% | +1.2% |
| 30D | -3.8% | -9.7% | +5.8% | -1.8% |
| 3M | +11.5% | -23.7% | +35.2% | +16.6% |
| 6M | +19.2% | +26.5% | -7.3% | +9.6% |
| YTD | +23.7% | +57.5% | -33.8% | +7.3% |
| 1Y | +38.8% | +75.7% | -36.8% | +16.4% |
| 3Y | +178.9% | +19.5% | +159.4% | +139.9% |
| All | +102.5% | +82.7% | +19.8% | +46.1% |
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 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