+16,187.0%
CMI vs LSCC
+10,619.1%
+5,568.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.4% | -4.8% | +2.0% |
| 7D | -6.8% | +19.3% | -26.1% | -10.3% |
| 30D | -10.9% | -9.6% | -1.2% | -9.5% |
| 3M | -27.3% | -12.4% | -14.9% | -26.0% |
| 6M | -30.9% | -10.5% | -20.4% | -30.4% |
| YTD | -7.7% | +54.8% | -62.5% | -17.0% |
| 1Y | 0.0% | +79.4% | -79.4% | -12.8% |
| 3Y | +130.1% | +109.6% | +20.5% | +86.4% |
| 5Y | +121.5% | +40.4% | +81.1% | +85.3% |
| 10Y | +339.4% | +1,379.1% | -1,039.7% | +117.5% |
| All | +16,187.0% | +10,619.1% | +5,568.0% | +5,071.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling