+4,100.0%
CMG vs LSCC
+2,199.6%
+1,900.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | +7.1% | -9.7% | +16.8% | +9.3% |
| 3M | +31.2% | -23.7% | +54.9% | +36.6% |
| 6M | +0.7% | +26.5% | -25.8% | -7.4% |
| YTD | -0.1% | +57.5% | -57.6% | -13.4% |
| 1Y | -10.7% | +75.7% | -86.4% | -25.2% |
| 3Y | -4.7% | +19.5% | -24.1% | -18.1% |
| 5Y | -3.8% | +83.8% | -87.5% | -28.2% |
| 10Y | +352.5% | +1,772.4% | -1,419.9% | +88.0% |
| All | +4,100.0% | +2,199.6% | +1,900.4% | +989.7% |
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