+1,628.1%
CLS vs LSCC
+1,244.7%
+383.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -2.5% |
| 7D | -22.2% | +13.0% | -35.1% | -26.2% |
| 30D | -44.4% | -19.8% | -24.6% | -38.8% |
| 3M | -34.3% | -18.4% | -15.9% | -28.2% |
| 6M | -50.1% | -16.1% | -34.0% | -46.0% |
| YTD | -30.1% | +42.7% | -72.8% | -38.9% |
| 1Y | -39.3% | +68.0% | -107.4% | -50.1% |
| 3Y | +732.7% | +85.8% | +646.9% | +532.7% |
| 5Y | +1,777.2% | +28.0% | +1,749.2% | +1,404.0% |
| All | +1,628.1% | +1,244.7% | +383.4% | +712.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling