+6,442.4%
CRH vs LSCC
+10,808.2%
-4,365.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.2% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | -5.4% | -9.7% | +4.3% | -4.2% |
| 3M | -11.2% | -23.7% | +12.5% | -8.9% |
| 6M | -15.8% | +26.5% | -42.3% | -19.3% |
| YTD | -23.6% | +57.5% | -81.1% | -29.0% |
| 1Y | -14.6% | +75.7% | -90.3% | -21.9% |
| 3Y | +74.3% | +19.5% | +54.9% | +62.6% |
| 5Y | +103.7% | +83.8% | +19.9% | +77.7% |
| 10Y | +261.4% | +1,772.4% | -1,510.9% | +142.2% |
| All | +6,442.4% | +10,808.2% | -4,365.8% | +3,776.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling