+12.9%
CORZ vs LSCC
+22.3%
-9.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.4% |
| 7D | +8.4% | +1.3% | +7.0% | +7.4% |
| 30D | -17.8% | -9.7% | -8.2% | -12.0% |
| 3M | -35.9% | -23.7% | -12.2% | -25.8% |
| 6M | +12.9% | +26.5% | -13.5% | -4.6% |
| All | +12.9% | +22.3% | -9.4% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling