+911.4%
LSCC vs CNI
+6,762.0%
-5,850.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +5.0% | +0.4% | +4.7% | +4.9% |
| 30D | -11.7% | +7.6% | -19.4% | -16.3% |
| 3M | -13.3% | +1.9% | -15.2% | -14.7% |
| 6M | -12.5% | +14.8% | -27.3% | -21.4% |
| YTD | +51.2% | +30.5% | +20.7% | +23.8% |
| 1Y | +65.9% | +36.5% | +29.4% | +31.4% |
| 3Y | +95.3% | +20.7% | +74.6% | +69.2% |
| 5Y | +38.6% | +7.0% | +31.6% | +32.2% |
| 10Y | +1,352.3% | +136.0% | +1,216.4% | +696.4% |
| All | +911.4% | +6,762.0% | -5,850.7% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling