+10.3%
CNH vs LSCC
+20.0%
-9.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.5% |
| 7D | +23.3% | +1.3% | +22.0% | +22.9% |
| 30D | +33.5% | -9.7% | +43.1% | +36.7% |
| 3M | +32.7% | -23.7% | +56.4% | +40.6% |
| 6M | +22.2% | +26.5% | -4.3% | +12.2% |
| YTD | +57.7% | +57.5% | +0.2% | +35.7% |
| 1Y | +28.0% | +75.7% | -47.7% | +5.9% |
| All | +10.3% | +20.0% | -9.7% | -10.8% |
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 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