+40.7%
CVS vs LSCC
+1,763.3%
-1,722.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | +4.0% | +1.3% | +2.6% | +3.8% |
| 30D | -2.4% | -9.7% | +7.3% | -1.6% |
| 3M | +2.7% | -23.7% | +26.4% | +4.5% |
| 6M | +21.9% | +26.5% | -4.6% | +18.0% |
| YTD | +24.7% | +57.5% | -32.8% | +18.0% |
| 1Y | +35.4% | +75.7% | -40.2% | +26.4% |
| 3Y | +65.2% | +19.5% | +45.7% | +55.7% |
| 5Y | +30.5% | +83.8% | -53.2% | +13.1% |
| All | +40.7% | +1,763.3% | -1,722.6% | -9.1% |
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