+74.6%
LSCC vs CNI
+30.1%
+44.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | -10.0% | -2.1% | -7.9% | -9.4% |
| 3M | -16.1% | +1.8% | -17.9% | -16.9% |
| 6M | +27.4% | +14.8% | +12.6% | +18.1% |
| YTD | +56.9% | +25.4% | +31.5% | +44.0% |
| 1Y | +74.6% | +32.9% | +41.7% | +63.5% |
| All | +74.6% | +30.1% | +44.5% | +63.5% |
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