+42.8%
CL vs LSCC
+18.7%
+24.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | -0.4% |
| 7D | +5.9% | -4.8% | +10.8% | +5.8% |
| 30D | +13.8% | -27.1% | +40.9% | +12.9% |
| 3M | +6.4% | -23.6% | +30.0% | +5.8% |
| 6M | +15.6% | -19.8% | +35.5% | +15.0% |
| YTD | +27.9% | +33.2% | -5.3% | +28.1% |
| 1Y | +31.4% | +55.2% | -23.8% | +31.9% |
| 3Y | +41.4% | +70.1% | -28.7% | +41.8% |
| 5Y | +42.8% | +19.5% | +23.3% | +40.4% |
| All | +42.8% | +18.7% | +24.1% | +40.4% |
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 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