+3,264.4%
CSGP vs LSCC
+1,505.5%
+1,758.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.9% |
| 7D | -4.1% | +1.3% | -5.4% | -4.4% |
| 30D | +2.3% | -9.7% | +12.0% | +4.2% |
| 3M | -8.2% | -23.7% | +15.5% | -5.1% |
| 6M | -35.1% | +26.5% | -61.5% | -41.1% |
| YTD | -54.0% | +57.5% | -111.5% | -60.7% |
| 1Y | -65.3% | +75.7% | -141.0% | -71.4% |
| 3Y | -62.6% | +19.5% | -82.0% | -68.4% |
| 5Y | -64.8% | +83.8% | -148.6% | -74.2% |
| 10Y | +45.1% | +1,772.4% | -1,727.3% | -42.9% |
| All | +3,264.4% | +1,505.5% | +1,758.8% | +885.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling