+130.1%
CMI vs LSCC
+104.5%
+25.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.4% | -4.8% | +1.4% |
| 7D | -6.8% | +19.3% | -26.1% | -11.4% |
| 30D | -10.9% | -9.6% | -1.2% | -9.1% |
| 3M | -27.3% | -12.4% | -14.9% | -25.5% |
| 6M | -30.9% | -10.5% | -20.4% | -30.3% |
| YTD | -7.7% | +54.8% | -62.5% | -19.6% |
| 1Y | 0.0% | +79.4% | -79.4% | -16.0% |
| 3Y | +130.1% | +109.6% | +20.5% | +75.2% |
| All | +130.1% | +104.5% | +25.6% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling