+2,204.2%
LSCC vs CG
+351.2%
+1,853.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.9% |
| 7D | +1.3% | -4.3% | +5.6% | +3.7% |
| 30D | -9.7% | -5.1% | -4.6% | -7.6% |
| 3M | -23.7% | +8.7% | -32.4% | -27.8% |
| 6M | +26.5% | -9.2% | +35.7% | +31.6% |
| YTD | +57.5% | -18.9% | +76.4% | +71.6% |
| 1Y | +75.7% | -25.6% | +101.3% | +100.1% |
| 3Y | +19.5% | +57.3% | -37.8% | -9.4% |
| 5Y | +83.8% | +10.2% | +73.6% | +64.2% |
| 10Y | +1,772.4% | +364.2% | +1,408.2% | +806.0% |
| All | +2,204.2% | +351.2% | +1,853.0% | +885.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling