-64.8%
CSGP vs LSCC
+82.7%
-147.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.7% |
| 7D | -4.1% | +1.3% | -5.4% | -4.3% |
| 30D | +2.3% | -9.7% | +12.0% | +3.6% |
| 3M | -8.2% | -23.7% | +15.5% | -5.7% |
| 6M | -35.1% | +26.5% | -61.5% | -40.7% |
| YTD | -54.0% | +57.5% | -111.5% | -60.5% |
| 1Y | -65.3% | +75.7% | -141.0% | -71.2% |
| 3Y | -62.6% | +19.5% | -82.0% | -67.4% |
| All | -64.8% | +82.7% | -147.5% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling