+126.4%
CLF vs LSCC
+1,772.4%
-1,646.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.0% |
| 7D | +7.6% | +1.3% | +6.3% | +7.1% |
| 30D | -1.2% | -9.7% | +8.5% | +2.7% |
| 3M | -13.4% | -23.7% | +10.3% | -5.9% |
| 6M | +15.4% | +26.5% | -11.1% | +1.7% |
| YTD | -5.9% | +57.5% | -63.4% | -24.2% |
| 1Y | +18.8% | +75.7% | -56.9% | -8.7% |
| 3Y | -19.4% | +19.5% | -38.9% | -33.8% |
| 5Y | -47.7% | +83.8% | -131.5% | -66.3% |
| All | +126.4% | +1,772.4% | -1,646.0% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling