+1,379.1%
LSCC vs CG
+320.1%
+1,059.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.6% | +1.9% | +4.6% |
| 7D | +19.3% | +3.0% | +16.3% | +17.4% |
| 30D | -9.6% | +10.1% | -19.8% | -15.0% |
| 3M | -12.4% | -10.8% | -1.6% | -7.4% |
| 6M | -10.5% | -15.2% | +4.8% | -3.4% |
| YTD | +54.8% | -26.9% | +81.7% | +79.4% |
| 1Y | +79.4% | -17.0% | +96.4% | +92.5% |
| 3Y | +109.6% | +54.6% | +54.9% | +54.1% |
| 5Y | +40.4% | -16.7% | +57.1% | +40.2% |
| 10Y | +1,379.1% | +320.1% | +1,059.0% | +751.6% |
| All | +1,379.1% | +320.1% | +1,059.0% | +751.6% |
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