+42.6%
CMI vs LSCC
+74.7%
-32.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | -12.3% | -10.0% | -2.3% | -9.2% |
| 3M | -16.8% | -16.1% | -0.7% | -12.8% |
| 6M | +1.5% | +27.4% | -25.9% | -8.1% |
| YTD | +9.8% | +56.9% | -47.1% | -8.3% |
| 1Y | +42.6% | +74.6% | -32.0% | +14.5% |
| All | +42.6% | +74.7% | -32.1% | +14.5% |
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