+323.6%
CMG vs LSCC
+1,791.9%
-1,468.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -1.5% | +5.2% | -6.7% | -2.5% |
| 30D | +12.7% | -9.6% | +22.4% | +14.9% |
| 3M | +26.3% | -17.8% | +44.1% | +29.6% |
| 6M | +4.5% | +37.4% | -32.9% | -5.8% |
| YTD | -0.1% | +59.7% | -59.8% | -13.8% |
| 1Y | -6.8% | +76.2% | -83.0% | -22.1% |
| 3Y | -5.0% | +28.2% | -33.2% | -19.6% |
| 5Y | -3.0% | +87.2% | -90.2% | -29.4% |
| 10Y | +323.6% | +1,795.0% | -1,471.4% | +116.7% |
| All | +323.6% | +1,791.9% | -1,468.4% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling