-42.9%
CORZ vs LSCC
+68.2%
-111.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.1% | -3.8% | -1.1% |
| 7D | -11.2% | +13.0% | -24.2% | -17.5% |
| 30D | -26.2% | -19.8% | -6.4% | -15.9% |
| 3M | -44.1% | -18.4% | -25.7% | -37.3% |
| 6M | -52.3% | -16.1% | -36.1% | -47.6% |
| YTD | -19.2% | +42.7% | -62.0% | -37.8% |
| 1Y | -42.9% | +68.0% | -110.9% | -59.5% |
| All | -42.9% | +68.2% | -111.1% | -59.5% |
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