-41.3%
CORZ vs LSCC
+57.8%
-99.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.3% | -11.6% | -11.2% |
| 7D | -14.9% | +3.0% | -17.9% | -16.5% |
| 30D | -23.1% | -19.3% | -3.9% | -12.9% |
| 3M | -44.1% | -22.3% | -21.8% | -35.5% |
| 6M | -39.5% | -14.6% | -24.9% | -34.5% |
| YTD | -12.4% | +45.8% | -58.1% | -33.9% |
| 1Y | -41.3% | +69.6% | -110.9% | -59.3% |
| All | -41.3% | +57.8% | -99.1% | -59.3% |
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 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