+115.2%
CNH vs LSCC
+1,486.2%
-1,371.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.4% | -8.5% | -1.0% |
| 7D | +6.7% | +14.5% | -7.8% | +2.6% |
| 30D | +7.2% | -0.1% | +7.3% | +6.1% |
| 3M | +17.5% | -2.7% | +20.2% | +16.2% |
| 6M | +15.0% | -4.8% | +19.8% | +12.6% |
| YTD | +36.8% | +66.9% | -30.1% | +12.0% |
| 1Y | +27.6% | +85.8% | -58.2% | +0.9% |
| 3Y | +34.3% | +115.6% | -81.2% | -5.5% |
| 5Y | -12.2% | +48.8% | -61.0% | -35.7% |
| All | +115.2% | +1,486.2% | -1,371.0% | -22.8% |
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