+1,838.4%
CLS vs LSCC
+36.6%
+1,801.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.4% | -0.6% | +3.6% |
| 7D | -10.6% | +19.3% | -29.9% | -18.1% |
| 30D | -38.4% | -9.6% | -28.8% | -35.2% |
| 3M | -29.9% | -12.4% | -17.4% | -25.0% |
| 6M | -40.6% | -10.5% | -30.2% | -37.2% |
| YTD | -24.6% | +54.8% | -79.4% | -38.3% |
| 1Y | -30.8% | +79.4% | -110.2% | -46.8% |
| 3Y | +811.7% | +109.6% | +702.2% | +521.9% |
| 5Y | +1,838.4% | +40.4% | +1,798.1% | +1,231.2% |
| All | +1,838.4% | +36.6% | +1,801.9% | +1,231.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling