-49.6%
CLF vs LSCC
+18.7%
-68.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -8.6% | -3.6% | -8.9% |
| 7D | -21.0% | -4.8% | -16.1% | -19.8% |
| 30D | -8.0% | -27.1% | +19.1% | +3.4% |
| 3M | -10.9% | -23.6% | +12.7% | -2.2% |
| 6M | +5.8% | -19.8% | +25.6% | +11.3% |
| YTD | -15.1% | +33.2% | -48.4% | -28.1% |
| 1Y | +7.2% | +55.2% | -48.0% | -14.9% |
| 3Y | -34.2% | +70.1% | -104.3% | -53.3% |
| 5Y | -49.6% | +19.5% | -69.1% | -66.8% |
| All | -49.6% | +18.7% | -68.3% | -66.8% |
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 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