+73.4%
CL vs LSCC
+1,244.7%
-1,171.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.3% | -2.2% |
| 7D | +1.3% | +13.0% | -11.6% | +1.2% |
| 30D | +11.4% | -19.8% | +31.2% | +11.7% |
| 3M | +4.4% | -18.4% | +22.8% | +4.7% |
| 6M | +10.8% | -16.1% | +26.9% | +10.6% |
| YTD | +25.1% | +42.7% | -17.6% | +22.7% |
| 1Y | +28.0% | +68.0% | -40.0% | +24.8% |
| 3Y | +37.6% | +85.8% | -48.2% | +31.6% |
| 5Y | +39.7% | +28.0% | +11.7% | +33.9% |
| All | +73.4% | +1,244.7% | -1,171.3% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling