+728.5%
CLS vs LSCC
+69.3%
+659.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -8.6% | -4.4% | -8.0% |
| 7D | -27.3% | -4.8% | -22.4% | -25.3% |
| 30D | -47.0% | -27.1% | -19.9% | -36.4% |
| 3M | -43.3% | -23.6% | -19.7% | -33.7% |
| 6M | -50.8% | -19.8% | -30.9% | -44.1% |
| YTD | -30.4% | +33.2% | -63.7% | -40.1% |
| 1Y | -41.7% | +55.2% | -96.9% | -53.4% |
| All | +728.5% | +69.3% | +659.2% | +471.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling