-19.4%
CRCL vs LSCC
+156.2%
-175.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.4% | -7.1% | 0.0% |
| 7D | -11.8% | +14.5% | -26.3% | -15.7% |
| 30D | -20.0% | -0.1% | -19.9% | -20.6% |
| 3M | -5.7% | -2.7% | -3.0% | -6.5% |
| 6M | -49.1% | -4.8% | -44.3% | -50.3% |
| YTD | -15.4% | +66.9% | -82.2% | -34.7% |
| 1Y | -31.7% | +85.8% | -117.6% | -49.0% |
| All | -19.4% | +156.2% | -175.6% | -32.3% |
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 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