+232.4%
CRM vs LSCC
+1,847.8%
-1,615.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | -8.1% | +0.4% | -8.6% | -8.2% |
| 30D | +23.1% | -9.5% | +32.6% | +25.6% |
| 3M | +42.5% | -13.8% | +56.3% | +43.9% |
| 6M | +25.3% | +24.5% | +0.8% | +11.9% |
| YTD | -7.8% | +55.1% | -62.9% | -24.1% |
| 1Y | +1.0% | +72.5% | -71.5% | -20.2% |
| 3Y | +10.0% | +24.5% | -14.5% | -11.2% |
| 5Y | -3.9% | +81.8% | -85.7% | -34.8% |
| All | +232.4% | +1,847.8% | -1,615.3% | +18.9% |
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