+65.9%
LSCC vs CG
-19.2%
+85.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +5.0% | +2.0% | +3.1% | +4.6% |
| 30D | -11.7% | +8.5% | -20.3% | -13.6% |
| 3M | -13.3% | -12.1% | -1.2% | -9.6% |
| 6M | -12.5% | -16.4% | +3.9% | -6.6% |
| YTD | +51.2% | -28.0% | +79.2% | +63.1% |
| 1Y | +65.9% | -18.9% | +84.8% | +62.5% |
| All | +65.9% | -19.2% | +85.1% | +62.5% |
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