+57.2%
CVS vs LSCC
+1,333.6%
-1,276.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.6% |
| 7D | -2.6% | +5.0% | -7.7% | -3.1% |
| 30D | +4.0% | -11.7% | +15.8% | +4.8% |
| 3M | -6.3% | -13.3% | +7.0% | -5.7% |
| 6M | -0.4% | -12.5% | +12.1% | -0.5% |
| YTD | +15.6% | +51.2% | -35.6% | +9.0% |
| 1Y | +18.3% | +65.9% | -47.6% | +10.5% |
| 3Y | +47.3% | +95.3% | -48.1% | +31.0% |
| 5Y | +13.2% | +38.6% | -25.4% | +0.7% |
| 10Y | +57.2% | +1,352.3% | -1,295.2% | -6.6% |
| All | +57.2% | +1,333.6% | -1,276.5% | -6.6% |
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