+324.8%
CMI vs LSCC
+1,333.6%
-1,008.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.1% |
| 7D | -9.3% | +5.0% | -14.3% | -10.4% |
| 30D | -13.2% | -11.7% | -1.5% | -11.2% |
| 3M | -28.2% | -13.3% | -14.9% | -26.5% |
| 6M | -32.7% | -12.5% | -20.2% | -31.8% |
| YTD | -10.1% | +51.2% | -61.3% | -20.2% |
| 1Y | -4.9% | +65.9% | -70.8% | -17.3% |
| 3Y | +120.4% | +95.3% | +25.0% | +75.3% |
| 5Y | +114.3% | +38.6% | +75.7% | +73.4% |
| 10Y | +324.8% | +1,352.3% | -1,027.5% | +95.2% |
| All | +324.8% | +1,333.6% | -1,008.8% | +95.2% |
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