+73.2%
CVE vs LSCC
+20.0%
+53.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | +2.5% | +1.3% | +1.2% | +2.2% |
| 30D | +16.7% | -9.7% | +26.4% | +18.6% |
| 3M | +9.3% | -23.7% | +33.0% | +13.5% |
| 6M | +43.6% | +26.5% | +17.1% | +32.7% |
| YTD | +93.6% | +57.5% | +36.1% | +69.0% |
| 1Y | +98.8% | +75.7% | +23.1% | +68.0% |
| All | +73.2% | +20.0% | +53.1% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling