-5.1%
CNH vs LSCC
+36.6%
-41.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.4% | +2.5% | +8.6% |
| 7D | +8.6% | +19.3% | -10.8% | +3.4% |
| 30D | +12.6% | -9.6% | +22.2% | +14.7% |
| 3M | +17.5% | -12.4% | +29.9% | +20.0% |
| 6M | +18.1% | -10.5% | +28.6% | +17.9% |
| YTD | +40.4% | +54.8% | -14.4% | +18.0% |
| 1Y | +34.0% | +79.4% | -45.4% | +7.4% |
| 3Y | +35.3% | +109.6% | -74.3% | -4.3% |
| 5Y | -5.1% | +40.4% | -45.5% | -30.2% |
| All | -5.1% | +36.6% | -41.7% | -30.2% |
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