+0.4%
CMS vs LSCC
+55.0%
-54.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.6% | +8.2% | -0.7% |
| 7D | +1.7% | -4.8% | +6.5% | +1.6% |
| 30D | +8.6% | -27.1% | +35.7% | +7.9% |
| 3M | -0.5% | -23.6% | +23.1% | -1.0% |
| 6M | -4.2% | -19.8% | +15.7% | -5.4% |
| YTD | +3.4% | +33.2% | -29.8% | +0.3% |
| 1Y | +0.4% | +55.2% | -54.8% | -3.6% |
| All | +0.4% | +55.0% | -54.6% | -3.6% |
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