-19.8%
LSCC vs CP
+13.0%
-32.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.7% |
| 7D | -4.8% | +6.1% | -10.9% | -3.5% |
| 30D | -27.1% | +9.8% | -36.8% | -25.7% |
| 3M | -23.6% | +2.7% | -26.3% | -22.1% |
| 6M | -19.8% | +12.8% | -32.6% | -22.2% |
| All | -19.8% | +13.0% | -32.8% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling