+150.3%
CI vs LSCC
+1,333.6%
-1,183.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +2.8% |
| 7D | +2.6% | +5.0% | -2.4% | +2.0% |
| 30D | +7.3% | -11.7% | +19.1% | +8.2% |
| 3M | +9.5% | -13.3% | +22.8% | +10.2% |
| 6M | +6.4% | -12.5% | +19.0% | +6.0% |
| YTD | +12.0% | +51.2% | -39.2% | +4.1% |
| 1Y | +20.1% | +65.9% | -45.8% | +10.2% |
| 3Y | +9.6% | +95.3% | -85.8% | -5.9% |
| 5Y | +52.7% | +38.6% | +14.1% | +31.6% |
| 10Y | +150.3% | +1,352.3% | -1,202.1% | +27.5% |
| All | +150.3% | +1,333.6% | -1,183.4% | +27.5% |
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