+818.6%
CTAS vs LSCC
+1,435.5%
-617.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +0.5% | +21.2% | -20.7% | -2.8% |
| 30D | +10.2% | -1.9% | +12.1% | +9.7% |
| 3M | +12.1% | -8.1% | +20.1% | +12.3% |
| 6M | +38.3% | -5.2% | +43.5% | +35.2% |
| YTD | +21.9% | +61.5% | -39.6% | +5.9% |
| 1Y | +24.0% | +81.3% | -57.3% | +5.1% |
| 3Y | +75.1% | +108.7% | -33.6% | +34.2% |
| 5Y | +116.9% | +44.1% | +72.8% | +70.6% |
| All | +818.6% | +1,435.5% | -617.0% | +306.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling