+113.3%
CTAS vs LSCC
+26.3%
+87.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -2.5% |
| 7D | +1.2% | +13.0% | -11.8% | -0.2% |
| 30D | +12.8% | -19.8% | +32.6% | +15.0% |
| 3M | +10.3% | -18.4% | +28.7% | +11.9% |
| 6M | +32.0% | -16.1% | +48.1% | +31.6% |
| YTD | +19.1% | +42.7% | -23.6% | +8.6% |
| 1Y | +21.5% | +68.0% | -46.5% | +7.8% |
| 3Y | +76.0% | +85.8% | -9.8% | +44.1% |
| All | +113.3% | +26.3% | +87.0% | +79.4% |
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 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