+30.0%
CL vs LSCC
+82.7%
-52.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.4% |
| 7D | -2.2% | +1.3% | -3.5% | -2.1% |
| 30D | -4.8% | -9.7% | +4.8% | -5.0% |
| 3M | +4.9% | -23.7% | +28.6% | +4.5% |
| 6M | -5.7% | +26.5% | -32.2% | -5.6% |
| YTD | +14.4% | +57.5% | -43.1% | +14.9% |
| 1Y | +8.7% | +75.7% | -66.9% | +9.4% |
| 3Y | +30.0% | +19.5% | +10.5% | +32.1% |
| All | +30.0% | +82.7% | -52.7% | +27.3% |
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