+4,850.5%
CL vs LSCC
+10,808.2%
-5,957.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.6% |
| 7D | -2.2% | +1.3% | -3.5% | -2.3% |
| 30D | -4.8% | -9.7% | +4.8% | -4.4% |
| 3M | +4.9% | -23.7% | +28.6% | +5.9% |
| 6M | -5.7% | +26.5% | -32.2% | -7.6% |
| YTD | +14.4% | +57.5% | -43.1% | +10.6% |
| 1Y | +8.7% | +75.7% | -66.9% | +4.3% |
| 3Y | +30.0% | +19.5% | +10.5% | +25.1% |
| 5Y | +28.4% | +83.8% | -55.4% | +18.3% |
| 10Y | +50.1% | +1,772.4% | -1,722.3% | +16.6% |
| All | +4,850.5% | +10,808.2% | -5,957.8% | +2,635.6% |
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