+6.8%
CI vs LSCC
+20.0%
-13.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.3% |
| 7D | +1.3% | +1.3% | 0.0% | +1.3% |
| 30D | +4.4% | -9.7% | +14.1% | +4.4% |
| 3M | +0.7% | -23.7% | +24.4% | +0.7% |
| 6M | +0.3% | +26.5% | -26.1% | -0.5% |
| YTD | +3.8% | +57.5% | -53.7% | +3.0% |
| 1Y | -5.5% | +75.7% | -81.2% | -6.3% |
| All | +6.8% | +20.0% | -13.2% | +1.1% |
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 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