+114.6%
CTAS vs LSCC
+82.7%
+31.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | -0.2% | -9.7% | +9.5% | +0.8% |
| 3M | +11.7% | -23.7% | +35.4% | +14.2% |
| 6M | +0.7% | +26.5% | -25.8% | -5.0% |
| YTD | +7.4% | +57.5% | -50.1% | -2.5% |
| 1Y | -2.1% | +75.7% | -77.8% | -13.2% |
| 3Y | +62.9% | +19.5% | +43.5% | +50.1% |
| All | +114.6% | +82.7% | +31.9% | +65.0% |
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