+4.1%
CI vs LSCC
+69.3%
-65.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.3% | -1.4% |
| 7D | +1.0% | -4.8% | +5.9% | +1.0% |
| 30D | +9.9% | -27.1% | +37.0% | +9.7% |
| 3M | +12.1% | -23.6% | +35.7% | +12.0% |
| 6M | +10.6% | -19.8% | +30.4% | +10.1% |
| YTD | +11.4% | +33.2% | -21.8% | +10.0% |
| 1Y | +18.8% | +55.2% | -36.5% | +17.2% |
| All | +4.1% | +69.3% | -65.2% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling