+205.1%
CRM vs LSCC
+1,351.6%
-1,146.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.4% |
| 7D | +2.0% | +7.0% | -5.0% | +0.2% |
| 30D | -7.7% | -2.3% | -5.4% | -8.3% |
| 3M | +8.4% | -12.5% | +20.9% | +9.5% |
| 6M | +31.9% | -10.6% | +42.5% | +28.4% |
| YTD | -17.2% | +52.7% | -69.9% | -33.1% |
| 1Y | -8.6% | +74.0% | -82.6% | -29.3% |
| 3Y | +3.1% | +104.8% | -101.7% | -30.5% |
| 5Y | -27.6% | +36.2% | -63.9% | -48.1% |
| All | +205.1% | +1,351.6% | -1,146.4% | +9.4% |
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 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