+64.9%
CRH vs LSCC
+99.6%
-34.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.7% |
| 7D | -1.3% | +7.0% | -8.3% | -2.9% |
| 30D | +18.1% | -2.3% | +20.4% | +17.7% |
| 3M | -3.9% | -12.5% | +8.7% | -2.3% |
| 6M | -13.3% | -10.6% | -2.7% | -14.2% |
| YTD | -24.2% | +52.7% | -76.9% | -35.7% |
| 1Y | -14.9% | +74.0% | -88.9% | -30.5% |
| 3Y | +64.9% | +104.8% | -39.9% | +30.4% |
| All | +64.9% | +99.6% | -34.7% | +30.4% |
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