+73.5%
LSCC vs CG
+48.3%
+25.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.5% | -2.1% | -4.6% |
| 7D | -4.8% | -1.5% | -3.3% | -3.8% |
| 30D | -27.1% | +2.8% | -29.9% | -28.7% |
| 3M | -23.6% | -19.2% | -4.3% | -13.7% |
| 6M | -19.8% | -21.0% | +1.1% | -8.8% |
| YTD | +33.2% | -31.0% | +64.2% | +62.6% |
| 1Y | +55.2% | -21.1% | +76.3% | +71.3% |
| All | +73.5% | +48.3% | +25.2% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling