+168.9%
CMI vs LSCC
+82.7%
+86.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.3% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | -13.4% | -9.7% | -3.8% | -11.3% |
| 3M | -17.0% | -23.7% | +6.7% | -12.1% |
| 6M | -1.6% | +26.5% | -28.1% | -8.0% |
| YTD | +11.0% | +57.5% | -46.5% | -1.7% |
| 1Y | +41.9% | +75.7% | -33.8% | +22.1% |
| 3Y | +151.8% | +19.5% | +132.3% | +121.9% |
| All | +168.9% | +82.7% | +86.2% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling