+834.0%
CTAS vs LSCC
+1,244.7%
-410.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -2.9% |
| 7D | +1.2% | +13.0% | -11.8% | -1.0% |
| 30D | +12.8% | -19.8% | +32.6% | +16.1% |
| 3M | +10.3% | -18.4% | +28.7% | +12.7% |
| 6M | +32.0% | -16.1% | +48.1% | +31.6% |
| YTD | +19.1% | +42.7% | -23.6% | +5.8% |
| 1Y | +21.5% | +68.0% | -46.5% | +4.1% |
| 3Y | +76.0% | +85.8% | -9.8% | +37.5% |
| 5Y | +110.9% | +28.0% | +82.8% | +69.1% |
| All | +834.0% | +1,244.7% | -410.7% | +324.3% |
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 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