+38.6%
LSCC vs CG
-16.5%
+55.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.3% |
| 7D | +5.0% | +2.0% | +3.1% | +3.9% |
| 30D | -11.7% | +8.5% | -20.3% | -17.0% |
| 3M | -13.3% | -12.1% | -1.2% | -6.6% |
| 6M | -12.5% | -16.4% | +3.9% | -3.5% |
| YTD | +51.2% | -28.0% | +79.2% | +81.3% |
| 1Y | +65.9% | -18.9% | +84.8% | +81.9% |
| 3Y | +95.3% | +51.2% | +44.1% | +28.5% |
| 5Y | +38.6% | -15.9% | +54.5% | +47.5% |
| All | +38.6% | -16.5% | +55.1% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling