+480.3%
CMS vs LSCC
+9,994.1%
-9,513.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +4.1% | +3.0% | +1.1% | +3.7% |
| 30D | +10.9% | -19.3% | +30.1% | +12.3% |
| 3M | -0.2% | -22.3% | +22.0% | +1.2% |
| 6M | -4.7% | -14.6% | +9.9% | -4.7% |
| YTD | +3.9% | +45.8% | -41.9% | -0.7% |
| 1Y | +0.4% | +69.6% | -69.3% | -5.3% |
| 3Y | +38.8% | +86.1% | -47.3% | +26.6% |
| 5Y | +37.1% | +30.7% | +6.4% | +25.5% |
| 10Y | +132.7% | +1,283.9% | -1,151.2% | +66.9% |
| All | +480.3% | +9,994.1% | -9,513.9% | +183.2% |
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 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