+3,231.7%
CLS vs LSCC
+1,512.5%
+1,719.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | 0.0% |
| 7D | +4.6% | +1.3% | +3.3% | +4.0% |
| 30D | -13.9% | -9.7% | -4.2% | -10.2% |
| 3M | -26.6% | -23.7% | -2.9% | -17.9% |
| 6M | +15.4% | +26.5% | -11.1% | +5.8% |
| YTD | +5.7% | +57.5% | -51.9% | -12.2% |
| 1Y | +41.1% | +75.7% | -34.6% | +12.2% |
| 3Y | +1,228.6% | +19.5% | +1,209.1% | +1,057.9% |
| 5Y | +3,240.6% | +83.8% | +3,156.9% | +2,218.1% |
| 10Y | +2,760.3% | +1,772.4% | +988.0% | +590.3% |
| All | +3,231.7% | +1,512.5% | +1,719.2% | +392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling