-27.5%
CRM vs LSCC
+47.5%
-75.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.4% | -8.2% | +0.2% |
| 7D | -4.0% | +14.5% | -18.5% | -6.7% |
| 30D | -6.8% | -0.1% | -6.7% | -7.5% |
| 3M | +10.6% | -2.7% | +13.3% | +9.4% |
| 6M | +23.4% | -4.8% | +28.2% | +19.2% |
| YTD | -17.1% | +66.9% | -84.0% | -34.0% |
| 1Y | -10.1% | +85.8% | -95.9% | -31.0% |
| 3Y | +4.0% | +115.6% | -111.6% | -31.6% |
| All | -27.5% | +47.5% | -75.1% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling