-51.4%
CLF vs LSCC
+26.3%
-77.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.1% | -5.4% | -1.1% |
| 7D | -19.6% | +13.0% | -32.5% | -23.4% |
| 30D | -5.0% | -19.8% | +14.9% | +2.9% |
| 3M | -6.3% | -18.4% | +12.1% | +0.2% |
| 6M | +2.8% | -16.1% | +18.9% | +6.2% |
| YTD | -13.7% | +42.7% | -56.4% | -28.9% |
| 1Y | +13.6% | +68.0% | -54.4% | -12.6% |
| 3Y | -34.0% | +85.8% | -119.8% | -54.8% |
| All | -51.4% | +26.3% | -77.8% | -68.8% |
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