+5,435.1%
CL vs LSCC
+9,126.4%
-3,691.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | +0.4% |
| 7D | +5.9% | -4.8% | +10.8% | +6.1% |
| 30D | +13.8% | -27.1% | +40.9% | +15.3% |
| 3M | +6.4% | -23.6% | +30.0% | +7.5% |
| 6M | +15.6% | -19.8% | +35.5% | +15.9% |
| YTD | +27.9% | +33.2% | -5.3% | +24.3% |
| 1Y | +31.4% | +55.2% | -23.8% | +26.6% |
| 3Y | +41.4% | +70.1% | -28.7% | +32.9% |
| 5Y | +42.8% | +19.5% | +23.3% | +34.5% |
| 10Y | +79.7% | +1,164.9% | -1,085.2% | +42.4% |
| All | +5,435.1% | +9,126.4% | -3,691.3% | +2,974.8% |
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