+25.5%
LSCC vs CG
-22.2%
+47.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.6% |
| 7D | +13.0% | -1.2% | +14.2% | +13.9% |
| 30D | -19.8% | +5.0% | -24.9% | -23.0% |
| 3M | -18.4% | -18.2% | -0.2% | -7.9% |
| 6M | -16.1% | -20.7% | +4.6% | -4.2% |
| YTD | +42.7% | -31.4% | +74.1% | +76.6% |
| 1Y | +68.0% | -22.3% | +90.3% | +89.2% |
| 3Y | +85.8% | +50.2% | +35.7% | +22.4% |
| All | +25.5% | -22.2% | +47.7% | +37.4% |
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