-50.8%
CLS vs LSCC
-19.6%
-31.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -8.6% | -4.4% | -6.8% |
| 7D | -27.3% | -4.8% | -22.4% | -24.7% |
| 30D | -47.0% | -27.1% | -19.9% | -33.5% |
| 3M | -43.3% | -23.6% | -19.7% | -31.2% |
| 6M | -50.8% | -19.8% | -30.9% | -38.4% |
| All | -50.8% | -19.6% | -31.2% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling