+81.3%
LSCC vs CNI
+35.4%
+45.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +21.2% | +1.0% | +20.2% | +20.7% |
| 30D | -1.9% | +7.5% | -9.4% | -4.4% |
| 3M | -8.1% | +1.7% | -9.8% | -8.5% |
| 6M | -5.2% | +15.4% | -20.7% | -12.2% |
| YTD | +61.5% | +31.5% | +30.0% | +40.1% |
| 1Y | +81.3% | +32.8% | +48.5% | +56.2% |
| All | +81.3% | +35.4% | +45.9% | +56.2% |
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