+67.4%
CVE vs LSCC
+4,865.3%
-4,797.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.3% | -8.9% | -7.9% |
| 7D | -12.1% | +3.0% | -15.0% | -13.1% |
| 30D | -9.8% | -19.3% | +9.5% | -5.8% |
| 3M | -0.7% | -22.3% | +21.6% | +4.0% |
| 6M | -4.3% | -14.6% | +10.3% | -4.2% |
| YTD | +70.6% | +45.8% | +24.8% | +46.0% |
| 1Y | +73.2% | +69.6% | +3.5% | +41.9% |
| 3Y | +60.3% | +86.1% | -25.8% | +20.2% |
| 5Y | +159.3% | +30.7% | +128.6% | +99.2% |
| 10Y | +147.4% | +1,283.9% | -1,136.4% | -2.1% |
| All | +67.4% | +4,865.3% | -4,797.9% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling