+813.9%
CTAS vs LSCC
+1,398.6%
-584.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.1% | -1.0% |
| 7D | -0.7% | +19.3% | -20.0% | -3.8% |
| 30D | +10.3% | -9.6% | +19.9% | +11.3% |
| 3M | +10.2% | -12.4% | +22.6% | +11.3% |
| 6M | +34.4% | -10.5% | +44.8% | +32.7% |
| YTD | +19.6% | +54.8% | -35.2% | +4.7% |
| 1Y | +21.8% | +79.4% | -57.6% | +3.3% |
| 3Y | +74.1% | +109.6% | -35.5% | +32.9% |
| 5Y | +114.0% | +40.4% | +73.7% | +68.9% |
| 10Y | +813.9% | +1,379.1% | -565.1% | +309.4% |
| All | +813.9% | +1,398.6% | -584.6% | +309.4% |
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