-17.8%
CNH vs LSCC
+18.7%
-36.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.6% | +4.7% | -1.6% |
| 7D | -0.4% | -4.8% | +4.5% | +0.4% |
| 30D | -15.2% | -27.1% | +11.9% | -8.5% |
| 3M | +4.3% | -23.6% | +27.9% | +10.3% |
| 6M | +10.1% | -19.8% | +29.9% | +12.9% |
| YTD | +23.2% | +33.2% | -10.0% | +7.7% |
| 1Y | +8.5% | +55.2% | -46.7% | -9.7% |
| 3Y | +4.1% | +70.1% | -66.0% | -22.0% |
| 5Y | -17.8% | +19.5% | -37.4% | -37.1% |
| All | -17.8% | +18.7% | -36.5% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling