+10.6%
CI vs LSCC
-19.6%
+30.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.3% | -2.4% |
| 7D | +1.0% | -4.8% | +5.9% | +0.5% |
| 30D | +9.9% | -27.1% | +37.0% | +6.1% |
| 3M | +12.1% | -23.6% | +35.7% | +9.2% |
| 6M | +10.6% | -19.8% | +30.4% | +8.0% |
| All | +10.6% | -19.6% | +30.2% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling