-65.3%
CSGP vs LSCC
+72.9%
-138.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.1% |
| 7D | -4.1% | +1.3% | -5.4% | -3.8% |
| 30D | +2.3% | -9.7% | +12.0% | +0.9% |
| 3M | -8.2% | -23.7% | +15.5% | -10.3% |
| 6M | -35.1% | +26.5% | -61.5% | -35.0% |
| YTD | -54.0% | +57.5% | -111.5% | -54.0% |
| 1Y | -65.3% | +75.7% | -141.0% | -65.8% |
| All | -65.3% | +72.9% | -138.2% | -65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling