+36.6%
CTVA vs LSCC
+33.9%
+2.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +3.2% |
| 7D | -20.8% | +7.0% | -27.7% | -21.3% |
| 30D | -29.6% | -2.3% | -27.3% | -29.6% |
| 3M | -16.9% | -12.5% | -4.4% | -16.1% |
| 6M | -24.3% | -10.6% | -13.7% | -24.5% |
| YTD | -5.6% | +52.7% | -58.3% | -13.2% |
| 1Y | -4.2% | +74.0% | -78.1% | -13.5% |
| 3Y | +43.3% | +104.8% | -61.5% | +21.0% |
| All | +36.6% | +33.9% | +2.7% | +15.0% |
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