+19.5%
LSCC vs CP
+27.2%
-7.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.1% |
| 7D | -4.8% | +6.1% | -10.9% | -9.1% |
| 30D | -27.1% | +9.8% | -36.8% | -32.5% |
| 3M | -23.6% | +2.7% | -26.3% | -25.8% |
| 6M | -19.8% | +12.8% | -32.6% | -28.6% |
| YTD | +33.2% | +28.2% | +5.1% | +6.6% |
| 1Y | +55.2% | +34.1% | +21.1% | +19.4% |
| 3Y | +70.1% | +28.9% | +41.2% | +34.0% |
| 5Y | +19.5% | +27.1% | -7.5% | -7.1% |
| All | +19.5% | +27.2% | -7.7% | -7.1% |
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 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