+5,066.8%
CRM vs LSCC
+1,676.7%
+3,390.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.4% | -8.2% | -0.7% |
| 7D | -4.0% | +14.5% | -18.5% | -7.9% |
| 30D | -6.8% | -0.1% | -6.7% | -8.1% |
| 3M | +10.6% | -2.7% | +13.3% | +8.5% |
| 6M | +23.4% | -4.8% | +28.2% | +17.8% |
| YTD | -17.1% | +66.9% | -84.0% | -35.4% |
| 1Y | -10.1% | +85.8% | -95.9% | -32.4% |
| 3Y | +4.0% | +115.6% | -111.6% | -31.5% |
| 5Y | -26.7% | +48.8% | -75.5% | -48.4% |
| 10Y | +197.9% | +1,490.3% | -1,292.4% | -9.2% |
| All | +5,066.8% | +1,676.7% | +3,390.1% | +832.5% |
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