+491.1%
COR vs LSCC
+1,351.6%
-860.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.5% | +8.2% | +3.1% |
| 7D | +7.6% | +7.0% | +0.7% | +7.1% |
| 30D | +6.8% | -2.3% | +9.1% | +6.7% |
| 3M | +16.0% | -12.5% | +28.6% | +16.5% |
| 6M | +41.0% | -10.6% | +51.6% | +40.3% |
| YTD | +6.9% | +52.7% | -45.8% | +1.7% |
| 1Y | -1.0% | +74.0% | -75.0% | -6.9% |
| 3Y | +84.6% | +104.8% | -20.2% | +65.1% |
| 5Y | +203.3% | +36.2% | +167.0% | +174.2% |
| All | +491.1% | +1,351.6% | -860.5% | +233.9% |
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