+75.7%
LSCC vs CNI
+29.8%
+45.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.3% | -2.1% | +3.4% | +1.9% |
| 30D | -9.7% | -3.3% | -6.4% | -8.8% |
| 3M | -23.7% | +3.8% | -27.5% | -25.1% |
| 6M | +26.5% | +12.7% | +13.8% | +17.8% |
| YTD | +57.5% | +26.3% | +31.2% | +44.1% |
| 1Y | +75.7% | +29.9% | +45.8% | +60.0% |
| All | +75.7% | +29.8% | +45.9% | +60.0% |
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