+10.9%
CMG vs LSCC
+57.8%
-46.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.6% | +5.8% |
| 7D | +22.5% | +3.0% | +19.6% | +22.5% |
| 30D | +14.1% | -19.3% | +33.4% | +13.9% |
| 3M | +4.1% | -22.3% | +26.4% | +4.2% |
| 6M | +10.1% | -14.6% | +24.7% | +8.0% |
| YTD | -4.9% | +45.8% | -50.6% | -10.9% |
| 1Y | +10.9% | +69.6% | -58.7% | -0.4% |
| All | +10.9% | +57.8% | -46.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling