+173.3%
CNC vs LSCC
+1,486.2%
-1,312.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -9.9% | -0.5% |
| 7D | -7.3% | +14.5% | -21.7% | -8.6% |
| 30D | +5.2% | -0.1% | +5.2% | +4.8% |
| 3M | +8.6% | -2.7% | +11.3% | +8.2% |
| 6M | +25.1% | -4.8% | +29.9% | +23.7% |
| YTD | +71.3% | +66.9% | +4.4% | +58.1% |
| 1Y | +99.3% | +85.8% | +13.5% | +81.7% |
| 3Y | -1.9% | +115.6% | -117.5% | -16.0% |
| 5Y | -6.4% | +48.8% | -55.2% | -19.4% |
| All | +173.3% | +1,486.2% | -1,312.8% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling