+520.9%
COR vs LSCC
+1,244.7%
-723.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -2.2% |
| 7D | +0.8% | +13.0% | -12.1% | +0.1% |
| 30D | +5.1% | -19.8% | +25.0% | +6.3% |
| 3M | +2.8% | -18.4% | +21.2% | +3.7% |
| 6M | +32.5% | -16.1% | +48.6% | +32.4% |
| YTD | -0.7% | +42.7% | -43.4% | -5.1% |
| 1Y | -6.7% | +68.0% | -74.7% | -12.1% |
| 3Y | +73.7% | +85.8% | -12.1% | +56.6% |
| 5Y | +177.9% | +28.0% | +149.8% | +152.1% |
| All | +520.9% | +1,244.7% | -723.8% | +260.3% |
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