-58.4%
CSGP vs LSCC
+69.3%
-127.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.6% | +7.0% | -1.5% |
| 7D | +13.9% | -4.8% | +18.7% | +14.0% |
| 30D | +16.0% | -27.1% | +43.1% | +17.2% |
| 3M | +6.1% | -23.6% | +29.7% | +6.8% |
| 6M | -8.2% | -19.8% | +11.7% | -9.5% |
| YTD | -52.3% | +33.2% | -85.6% | -56.9% |
| 1Y | -54.5% | +55.2% | -109.7% | -60.0% |
| All | -58.4% | +69.3% | -127.7% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling