+85.8%
LSCC vs CP
+26.5%
+59.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +8.3% |
| 7D | +13.0% | +2.8% | +10.2% | +10.6% |
| 30D | -19.8% | +10.2% | -30.0% | -26.0% |
| 3M | -18.4% | +2.4% | -20.7% | -20.5% |
| 6M | -16.1% | +7.7% | -23.8% | -22.6% |
| YTD | +42.7% | +26.0% | +16.7% | +14.7% |
| 1Y | +68.0% | +34.6% | +33.4% | +26.8% |
| 3Y | +85.8% | +26.7% | +59.2% | +43.0% |
| All | +85.8% | +26.5% | +59.3% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling