+512.3%
COR vs LSCC
+1,398.6%
-886.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.8% | +3.2% |
| 7D | +2.3% | +19.3% | -17.0% | +1.3% |
| 30D | +6.8% | -9.6% | +16.4% | +7.2% |
| 3M | +8.1% | -12.4% | +20.5% | +8.6% |
| 6M | +33.0% | -10.5% | +43.5% | +32.4% |
| YTD | +3.0% | +54.8% | -51.8% | -2.1% |
| 1Y | -3.4% | +79.4% | -82.8% | -9.3% |
| 3Y | +80.1% | +109.6% | -29.5% | +60.8% |
| 5Y | +194.7% | +40.4% | +154.4% | +165.7% |
| 10Y | +512.3% | +1,379.1% | -866.8% | +245.7% |
| All | +512.3% | +1,398.6% | -886.3% | +245.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling