+1,763.3%
LSCC vs CP
+222.0%
+1,541.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +1.3% | -2.7% | +4.0% | +3.2% |
| 30D | -9.7% | +0.2% | -9.8% | -9.9% |
| 3M | -23.7% | +2.6% | -26.3% | -25.8% |
| 6M | +26.5% | +6.0% | +20.5% | +20.3% |
| YTD | +57.5% | +24.9% | +32.6% | +33.1% |
| 1Y | +75.7% | +20.1% | +55.6% | +52.1% |
| 3Y | +19.5% | +16.4% | +3.1% | +5.8% |
| 5Y | +83.8% | +31.7% | +52.0% | +48.9% |
| All | +1,763.3% | +222.0% | +1,541.3% | +909.4% |
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