+69.6%
LSCC vs CNI
+37.5%
+32.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +0.6% |
| 7D | +3.0% | +3.7% | -0.8% | +1.8% |
| 30D | -19.3% | +8.1% | -27.4% | -21.3% |
| 3M | -22.3% | +1.9% | -24.1% | -22.6% |
| 6M | -14.6% | +19.2% | -33.8% | -21.7% |
| YTD | +45.8% | +32.7% | +13.0% | +27.7% |
| 1Y | +69.6% | +37.0% | +32.6% | +46.7% |
| All | +69.6% | +37.5% | +32.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling