+618.5%
CLF vs LSCC
+9,126.4%
-8,507.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -8.6% | -3.6% | -10.2% |
| 7D | -21.0% | -4.8% | -16.1% | -20.2% |
| 30D | -8.0% | -27.1% | +19.1% | -1.2% |
| 3M | -10.9% | -23.6% | +12.7% | -5.6% |
| 6M | +5.8% | -19.8% | +25.6% | +9.7% |
| YTD | -15.1% | +33.2% | -48.4% | -22.2% |
| 1Y | +7.2% | +55.2% | -48.0% | -5.3% |
| 3Y | -34.2% | +70.1% | -104.3% | -44.7% |
| 5Y | -49.6% | +19.5% | -69.1% | -55.6% |
| 10Y | +109.9% | +1,164.9% | -1,055.0% | +10.6% |
| All | +618.5% | +9,126.4% | -8,507.9% | +171.1% |
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