+2,093.5%
CLS vs LSCC
+1,263.9%
+829.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -8.6% | -4.4% | -9.5% |
| 7D | -27.3% | -4.8% | -22.4% | -25.8% |
| 30D | -47.0% | -27.1% | -19.9% | -39.6% |
| 3M | -43.3% | -23.6% | -19.7% | -36.5% |
| 6M | -50.8% | -19.8% | -30.9% | -45.9% |
| YTD | -30.4% | +33.2% | -63.7% | -37.8% |
| 1Y | -41.7% | +55.2% | -96.9% | -50.9% |
| 3Y | +701.4% | +70.1% | +631.3% | +524.1% |
| 5Y | +1,767.8% | +19.5% | +1,748.2% | +1,442.4% |
| 10Y | +1,636.8% | +1,164.9% | +471.9% | +400.2% |
| All | +2,093.5% | +1,263.9% | +829.6% | +248.6% |
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