+7,463.6%
CI vs LSCC
+10,808.2%
-3,344.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.5% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +4.4% | -9.7% | +14.1% | +5.5% |
| 3M | +0.7% | -23.7% | +24.4% | +2.7% |
| 6M | +0.3% | +26.5% | -26.1% | -3.6% |
| YTD | +3.8% | +57.5% | -53.7% | -3.0% |
| 1Y | -5.5% | +75.7% | -81.2% | -13.1% |
| 3Y | +8.1% | +19.5% | -11.3% | 0.0% |
| 5Y | +42.8% | +83.8% | -41.0% | +21.7% |
| 10Y | +143.9% | +1,772.4% | -1,628.5% | +52.6% |
| All | +7,463.6% | +10,808.2% | -3,344.7% | +2,990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling