-17.5%
CLF vs LSCC
+20.0%
-37.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.1% |
| 7D | +7.6% | +1.3% | +6.3% | +7.1% |
| 30D | -1.2% | -9.7% | +8.5% | +2.5% |
| 3M | -13.4% | -23.7% | +10.3% | -6.2% |
| 6M | +15.4% | +26.5% | -11.1% | +1.9% |
| YTD | -5.9% | +57.5% | -63.4% | -23.8% |
| 1Y | +18.8% | +75.7% | -56.9% | -7.9% |
| All | -17.5% | +20.0% | -37.6% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling