+1,848.9%
LSCC vs CG
+283.8%
+1,565.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.5% | -2.1% | -5.1% |
| 7D | -4.8% | -1.5% | -3.3% | -3.9% |
| 30D | -27.1% | +2.8% | -29.9% | -28.5% |
| 3M | -23.6% | -19.2% | -4.3% | -15.3% |
| 6M | -19.8% | -21.0% | +1.1% | -10.7% |
| YTD | +33.2% | -31.0% | +64.2% | +57.3% |
| 1Y | +55.2% | -21.1% | +76.3% | +70.3% |
| 3Y | +70.1% | +48.8% | +21.3% | +32.7% |
| 5Y | +19.5% | -21.5% | +41.1% | +25.0% |
| 10Y | +1,164.9% | +298.1% | +866.8% | +562.7% |
| All | +1,848.9% | +283.8% | +1,565.1% | +803.3% |
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