+81.3%
LSCC vs CP
+33.3%
+48.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | +21.2% | +0.9% | +20.3% | +20.9% |
| 30D | -1.9% | +10.3% | -12.2% | -5.2% |
| 3M | -8.1% | +2.3% | -10.3% | -8.3% |
| 6M | -5.2% | +10.7% | -16.0% | -10.5% |
| YTD | +61.5% | +29.3% | +32.2% | +46.4% |
| 1Y | +81.3% | +31.5% | +49.8% | +63.1% |
| All | +81.3% | +33.3% | +48.0% | +63.1% |
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