+1,351.6%
LSCC vs CP
+257.3%
+1,094.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.1% |
| 7D | +7.0% | +2.1% | +4.8% | +5.5% |
| 30D | -2.3% | +9.3% | -11.6% | -8.6% |
| 3M | -12.5% | +0.5% | -13.0% | -13.4% |
| 6M | -10.6% | +10.4% | -21.0% | -18.0% |
| YTD | +52.7% | +28.7% | +24.0% | +25.3% |
| 1Y | +74.0% | +33.2% | +40.8% | +39.2% |
| 3Y | +104.8% | +38.4% | +66.4% | +60.3% |
| 5Y | +36.2% | +26.2% | +10.1% | +12.5% |
| All | +1,351.6% | +257.3% | +1,094.2% | +633.3% |
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