+29.4%
LSCC vs CNI
+3.9%
+25.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +9.1% | +8.8% |
| 7D | +13.0% | +0.3% | +12.7% | +12.6% |
| 30D | -19.8% | +7.2% | -27.0% | -25.1% |
| 3M | -18.4% | -1.3% | -17.1% | -18.0% |
| 6M | -16.1% | +11.8% | -27.9% | -25.8% |
| YTD | +42.7% | +27.7% | +15.1% | +9.8% |
| 1Y | +68.0% | +33.5% | +34.5% | +23.1% |
| 3Y | +85.8% | +19.3% | +66.5% | +49.7% |
| All | +29.4% | +3.9% | +25.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling