+75.7%
LSCC vs CG
-24.3%
+100.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.6% |
| 7D | +1.3% | -4.3% | +5.6% | +2.8% |
| 30D | -9.7% | -5.1% | -4.6% | -8.3% |
| 3M | -23.7% | +8.7% | -32.4% | -26.3% |
| 6M | +26.5% | -9.2% | +35.7% | +29.7% |
| YTD | +57.5% | -18.9% | +76.4% | +66.6% |
| 1Y | +75.7% | -25.6% | +101.3% | +88.5% |
| All | +75.7% | -24.3% | +100.0% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling