+6,032.9%
CRM vs LSCC
+1,577.3%
+4,455.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.5% |
| 7D | +1.3% | +1.3% | 0.0% | +0.8% |
| 30D | +34.3% | -9.7% | +44.0% | +37.6% |
| 3M | +37.7% | -23.7% | +61.4% | +44.1% |
| 6M | +34.9% | +26.5% | +8.5% | +18.7% |
| YTD | -1.6% | +57.5% | -59.2% | -20.4% |
| 1Y | +7.1% | +75.7% | -68.5% | -17.0% |
| 3Y | +19.0% | +19.5% | -0.4% | -4.4% |
| 5Y | -1.3% | +83.8% | -85.0% | -33.7% |
| 10Y | +251.2% | +1,772.4% | -1,521.2% | +2.8% |
| All | +6,032.9% | +1,577.3% | +4,455.6% | +1,050.0% |
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