+5,062.8%
CRM vs LSCC
+1,525.9%
+3,536.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.6% |
| 7D | +2.0% | +7.0% | -5.0% | -0.2% |
| 30D | -7.7% | -2.3% | -5.4% | -8.5% |
| 3M | +8.4% | -12.5% | +20.9% | +9.5% |
| 6M | +31.9% | -10.6% | +42.5% | +28.0% |
| YTD | -17.2% | +52.7% | -69.9% | -33.9% |
| 1Y | -8.6% | +74.0% | -82.6% | -30.2% |
| 3Y | +3.1% | +104.8% | -101.7% | -31.2% |
| 5Y | -27.6% | +36.2% | -63.9% | -47.9% |
| 10Y | +197.6% | +1,355.3% | -1,157.7% | -7.1% |
| All | +5,062.8% | +1,525.9% | +3,536.9% | +853.9% |
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 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