+41.9%
CMI vs LSCC
+72.9%
-31.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.1% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | -13.4% | -9.7% | -3.8% | -10.5% |
| 3M | -17.0% | -23.7% | +6.7% | -10.2% |
| 6M | -1.6% | +26.5% | -28.1% | -10.9% |
| YTD | +11.0% | +57.5% | -46.5% | -7.5% |
| 1Y | +41.9% | +75.7% | -33.8% | +13.9% |
| All | +41.9% | +72.9% | -31.0% | +13.9% |
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