+1,435.5%
LSCC vs CG
+274.5%
+1,161.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -0.7% |
| 7D | +21.2% | -1.5% | +22.7% | +22.3% |
| 30D | -1.9% | +5.7% | -7.6% | -5.5% |
| 3M | -8.1% | -17.9% | +9.8% | +1.9% |
| 6M | -5.2% | -20.2% | +15.0% | +5.9% |
| YTD | +61.5% | -32.0% | +93.5% | +95.2% |
| 1Y | +81.3% | -27.0% | +108.3% | +109.9% |
| 3Y | +108.7% | +42.8% | +65.9% | +60.5% |
| 5Y | +44.1% | -23.4% | +67.6% | +50.8% |
| All | +1,435.5% | +274.5% | +1,161.0% | +833.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling