+459.7%
CMS vs LSCC
+10,808.2%
-10,348.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | -3.6% | -9.7% | +6.1% | -2.9% |
| 3M | -1.9% | -23.7% | +21.8% | -0.5% |
| 6M | -11.0% | +26.5% | -37.5% | -13.4% |
| YTD | +0.2% | +57.5% | -57.3% | -4.4% |
| 1Y | -1.3% | +75.7% | -77.0% | -6.9% |
| 3Y | +35.9% | +19.5% | +16.5% | +28.8% |
| 5Y | +23.1% | +83.8% | -60.7% | +9.8% |
| 10Y | +117.9% | +1,772.4% | -1,654.5% | +52.6% |
| All | +459.7% | +10,808.2% | -10,348.6% | +172.6% |
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 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