+68.0%
CNH vs LSCC
+2,475.6%
-2,407.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +40.3% |
| 6M | +22.2% | +26.5% | -4.3% | +12.6% |
| YTD | +57.7% | +57.5% | +0.2% | +36.4% |
| 1Y | +28.0% | +75.7% | -47.7% | +6.6% |
| 3Y | +11.5% | +19.5% | -7.9% | -3.6% |
| 5Y | +11.9% | +83.8% | -71.9% | -17.2% |
| 10Y | +162.8% | +1,772.4% | -1,609.6% | +17.0% |
| All | +68.0% | +2,475.6% | -2,407.6% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling