+40.7%
CL vs LSCC
+69.3%
-28.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | -0.6% |
| 7D | +5.9% | -4.8% | +10.8% | +5.7% |
| 30D | +13.8% | -27.1% | +40.9% | +12.1% |
| 3M | +6.4% | -23.6% | +30.0% | +5.2% |
| 6M | +15.6% | -19.8% | +35.5% | +14.6% |
| YTD | +27.9% | +33.2% | -5.3% | +29.4% |
| 1Y | +31.4% | +55.2% | -23.8% | +33.7% |
| All | +40.7% | +69.3% | -28.7% | +46.1% |
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