+85.8%
LSCC vs CG
+47.3%
+38.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.5% |
| 7D | +13.0% | -1.2% | +14.2% | +13.9% |
| 30D | -19.8% | +5.0% | -24.9% | -22.7% |
| 3M | -18.4% | -18.2% | -0.2% | -8.7% |
| 6M | -16.1% | -20.7% | +4.6% | -4.8% |
| YTD | +42.7% | -31.4% | +74.1% | +74.9% |
| 1Y | +68.0% | -22.3% | +90.3% | +87.3% |
| 3Y | +85.8% | +50.2% | +35.7% | +24.2% |
| All | +85.8% | +47.3% | +38.5% | +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