+73.2%
CRH vs LSCC
+24.3%
+48.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -3.6% | +1.4% | -5.0% | -3.9% |
| 30D | -10.8% | -10.0% | -0.8% | -8.9% |
| 3M | -13.5% | -16.1% | +2.6% | -11.3% |
| 6M | -15.4% | +27.4% | -42.8% | -22.6% |
| YTD | -27.6% | +56.9% | -84.5% | -37.6% |
| 1Y | -18.4% | +74.6% | -93.0% | -32.1% |
| All | +73.2% | +24.3% | +48.8% | +43.5% |
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 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