+82.0%
LSCC vs CP
+32.0%
+50.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.7% |
| 7D | +1.3% | -2.7% | +4.0% | +3.4% |
| 30D | -9.7% | +0.2% | -9.8% | -9.9% |
| 3M | -23.7% | +2.6% | -26.3% | -26.1% |
| 6M | +26.5% | +6.0% | +20.5% | +19.3% |
| YTD | +57.5% | +24.9% | +32.6% | +29.9% |
| 1Y | +75.7% | +20.1% | +55.6% | +48.9% |
| 3Y | +19.5% | +16.4% | +3.1% | +2.8% |
| All | +82.0% | +32.0% | +50.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling