-57.7%
CSGP vs LSCC
+85.2%
-142.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +4.0% |
| 7D | +18.3% | +3.0% | +15.3% | +18.2% |
| 30D | +17.8% | -19.3% | +37.1% | +18.7% |
| 3M | +9.3% | -22.3% | +31.5% | +10.3% |
| 6M | -7.9% | -14.6% | +6.7% | -9.0% |
| YTD | -51.5% | +45.8% | -97.3% | -56.2% |
| 1Y | -53.3% | +69.6% | -122.9% | -59.0% |
| All | -57.7% | +85.2% | -142.9% | -66.7% |
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