+76.9%
COR vs LSCC
+69.3%
+7.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.6% | +4.6% | -4.5% |
| 7D | +2.8% | -4.8% | +7.6% | +2.5% |
| 30D | +7.4% | -27.1% | +34.5% | +5.5% |
| 3M | +7.3% | -23.6% | +30.9% | +5.9% |
| 6M | +11.5% | -19.8% | +31.3% | +10.5% |
| YTD | +1.2% | +33.2% | -32.1% | +2.9% |
| 1Y | -3.3% | +55.2% | -58.5% | -0.7% |
| All | +76.9% | +69.3% | +7.6% | +91.3% |
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 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