+862.9%
CRS vs LSCC
+1,498.6%
-635.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.4% | -7.8% | -1.1% |
| 7D | +4.4% | +14.5% | -10.1% | -0.7% |
| 30D | -19.1% | -0.1% | -19.1% | -19.3% |
| 3M | -43.2% | -2.7% | -40.6% | -43.2% |
| 6M | -28.9% | -4.8% | -24.1% | -29.5% |
| YTD | -3.0% | +66.9% | -69.8% | -22.0% |
| 1Y | -5.3% | +85.8% | -91.2% | -27.0% |
| 3Y | +363.5% | +115.6% | +248.0% | +211.0% |
| 5Y | +858.2% | +48.8% | +809.4% | +580.9% |
| 10Y | +862.9% | +1,490.3% | -627.4% | +205.4% |
| All | +862.9% | +1,498.6% | -635.7% | +205.4% |
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 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