+204.7%
CTVA vs LSCC
+860.3%
-655.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.7% | +0.4% |
| 7D | +1.6% | +19.3% | -17.7% | -1.5% |
| 30D | -8.5% | -9.6% | +1.1% | -7.5% |
| 3M | +5.3% | -12.4% | +17.7% | +6.5% |
| 6M | -0.1% | -10.5% | +10.4% | -0.8% |
| YTD | +21.2% | +54.8% | -33.6% | +7.2% |
| 1Y | +27.0% | +79.4% | -52.4% | +9.0% |
| 3Y | +87.2% | +109.6% | -22.4% | +46.1% |
| 5Y | +77.9% | +40.4% | +37.5% | +42.6% |
| All | +204.7% | +860.3% | -655.6% | +26.3% |
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