-2.9%
CNC vs LSCC
+81.4%
-84.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.1% | -13.1% | -6.0% |
| 7D | +1.9% | +13.0% | -11.1% | +1.9% |
| 30D | +7.3% | -19.8% | +27.1% | +7.4% |
| 3M | +8.6% | -18.4% | +27.0% | +8.7% |
| 6M | +26.0% | -16.1% | +42.2% | +25.8% |
| YTD | +69.5% | +42.7% | +26.7% | +67.6% |
| 1Y | +88.0% | +68.0% | +20.0% | +85.8% |
| 3Y | -2.9% | +85.8% | -88.8% | -1.5% |
| All | -2.9% | +81.4% | -84.3% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling