+58.4%
CNP vs LSCC
+69.3%
-10.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.6% | +6.0% | -2.6% |
| 7D | -5.3% | -4.8% | -0.5% | -5.3% |
| 30D | +3.7% | -27.1% | +30.8% | +3.8% |
| 3M | -1.1% | -23.6% | +22.5% | -1.0% |
| 6M | -7.1% | -19.8% | +12.7% | -7.2% |
| YTD | +6.0% | +33.2% | -27.2% | +5.0% |
| 1Y | +5.2% | +55.2% | -50.0% | +3.9% |
| All | +58.4% | +69.3% | -10.9% | +49.4% |
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