+13.9%
COR vs LSCC
+72.9%
-59.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -1.7% |
| 7D | +2.8% | +1.3% | +1.5% | +2.9% |
| 30D | +4.5% | -9.7% | +14.2% | +3.9% |
| 3M | +22.7% | -23.7% | +46.4% | +21.7% |
| 6M | -9.7% | +26.5% | -36.2% | -11.5% |
| YTD | -1.4% | +57.5% | -58.9% | -1.8% |
| 1Y | +13.9% | +75.7% | -61.8% | +15.1% |
| All | +13.9% | +72.9% | -59.0% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling