+905.1%
CRS vs LSCC
+1,398.6%
-493.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +8.4% | +1.3% | +6.7% |
| 7D | +4.9% | +19.3% | -14.4% | -1.7% |
| 30D | -20.8% | -9.6% | -11.2% | -18.0% |
| 3M | -46.4% | -12.4% | -34.0% | -44.3% |
| 6M | -28.6% | -10.5% | -18.1% | -27.5% |
| YTD | -2.8% | +54.8% | -57.6% | -19.7% |
| 1Y | -6.7% | +79.4% | -86.1% | -27.2% |
| 3Y | +368.0% | +109.6% | +258.4% | +217.3% |
| 5Y | +852.9% | +40.4% | +812.5% | +592.0% |
| 10Y | +905.1% | +1,379.1% | -474.0% | +230.2% |
| All | +905.1% | +1,398.6% | -493.4% | +230.2% |
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