+21.2%
LSCC vs CG
+58.1%
-36.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +3.0% |
| 7D | +1.3% | -4.3% | +5.6% | +4.1% |
| 30D | -9.7% | -5.1% | -4.6% | -7.3% |
| 3M | -23.7% | +8.7% | -32.4% | -28.6% |
| 6M | +26.5% | -9.2% | +35.7% | +32.6% |
| YTD | +57.5% | -18.9% | +76.4% | +74.8% |
| 1Y | +75.7% | -25.6% | +101.3% | +106.5% |
| All | +21.2% | +58.1% | -36.9% | -24.2% |
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