+732.7%
CLS vs LSCC
+81.4%
+651.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -3.6% |
| 7D | -22.2% | +13.0% | -35.1% | -27.6% |
| 30D | -44.4% | -19.8% | -24.6% | -36.9% |
| 3M | -34.3% | -18.4% | -15.9% | -26.2% |
| 6M | -50.1% | -16.1% | -34.0% | -44.9% |
| YTD | -30.1% | +42.7% | -72.8% | -42.2% |
| 1Y | -39.3% | +68.0% | -107.4% | -53.8% |
| 3Y | +732.7% | +85.8% | +646.9% | +451.2% |
| All | +732.7% | +81.4% | +651.3% | +451.2% |
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