+42.5%
CI vs LSCC
+82.7%
-40.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | +1.3% | +1.3% | 0.0% | +1.3% |
| 30D | +4.4% | -9.7% | +14.1% | +4.8% |
| 3M | +0.7% | -23.7% | +24.4% | +1.4% |
| 6M | +0.3% | +26.5% | -26.1% | -1.6% |
| YTD | +3.8% | +57.5% | -53.7% | +0.8% |
| 1Y | -5.5% | +75.7% | -81.2% | -8.8% |
| 3Y | +8.1% | +19.5% | -11.3% | +6.0% |
| All | +42.5% | +82.7% | -40.2% | +25.5% |
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 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