+69.6%
LSCC vs CP
+35.2%
+34.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.2% |
| 7D | +3.0% | +5.6% | -2.6% | +1.3% |
| 30D | -19.3% | +10.0% | -29.3% | -21.9% |
| 3M | -22.3% | +4.4% | -26.7% | -23.2% |
| 6M | -14.6% | +14.1% | -28.7% | -20.9% |
| YTD | +45.8% | +29.1% | +16.7% | +32.1% |
| 1Y | +69.6% | +34.6% | +35.1% | +49.7% |
| All | +69.6% | +35.2% | +34.4% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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