+1,379.1%
LSCC vs CP
+261.0%
+1,118.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.0% | +6.4% | +7.1% |
| 7D | +19.3% | +2.8% | +16.6% | +17.1% |
| 30D | -9.6% | +11.3% | -21.0% | -16.6% |
| 3M | -12.4% | +2.9% | -15.3% | -14.8% |
| 6M | -10.5% | +9.8% | -20.2% | -17.6% |
| YTD | +54.8% | +28.5% | +26.3% | +27.2% |
| 1Y | +79.4% | +33.5% | +45.9% | +43.3% |
| 3Y | +109.6% | +31.9% | +77.7% | +69.3% |
| 5Y | +40.4% | +25.5% | +14.9% | +16.3% |
| 10Y | +1,379.1% | +257.6% | +1,121.5% | +649.3% |
| All | +1,379.1% | +261.0% | +1,118.1% | +649.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling