+6,393.0%
CRH vs LSCC
+10,474.1%
-4,081.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.3% |
| 7D | -1.3% | +7.0% | -8.3% | -2.3% |
| 30D | +18.1% | -2.3% | +20.4% | +17.8% |
| 3M | -3.9% | -12.5% | +8.7% | -3.0% |
| 6M | -13.3% | -10.6% | -2.7% | -13.6% |
| YTD | -24.2% | +52.7% | -76.9% | -29.8% |
| 1Y | -14.9% | +74.0% | -88.9% | -22.5% |
| 3Y | +64.9% | +104.8% | -39.9% | +43.8% |
| 5Y | +109.0% | +36.2% | +72.8% | +87.1% |
| 10Y | +248.9% | +1,355.3% | -1,106.4% | +138.3% |
| All | +6,393.0% | +10,474.1% | -4,081.1% | +3,732.8% |
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