+718.5%
CLF vs LSCC
+9,994.1%
-9,275.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.4% | -9.5% |
| 7D | -7.9% | +3.0% | -10.8% | -8.9% |
| 30D | +5.2% | -19.3% | +24.5% | +10.2% |
| 3M | +4.3% | -22.3% | +26.6% | +9.8% |
| 6M | +25.3% | -14.6% | +39.9% | +27.7% |
| YTD | -3.3% | +45.8% | -49.1% | -13.4% |
| 1Y | +20.2% | +69.6% | -49.4% | +3.9% |
| 3Y | -25.0% | +86.1% | -111.1% | -38.4% |
| 5Y | -42.1% | +30.7% | -72.8% | -50.2% |
| 10Y | +139.1% | +1,283.9% | -1,144.7% | +23.2% |
| All | +718.5% | +9,994.1% | -9,275.6% | +201.9% |
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 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