+9,994.1%
LSCC vs CP
+7,925.2%
+2,068.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | -0.7% |
| 7D | +3.0% | +5.6% | -2.6% | -0.2% |
| 30D | -19.3% | +10.0% | -29.3% | -23.8% |
| 3M | -22.3% | +4.4% | -26.7% | -24.6% |
| 6M | -14.6% | +14.1% | -28.7% | -21.7% |
| YTD | +45.8% | +29.1% | +16.7% | +24.7% |
| 1Y | +69.6% | +34.6% | +35.1% | +41.7% |
| 3Y | +86.1% | +29.8% | +56.3% | +59.8% |
| 5Y | +30.7% | +28.7% | +2.0% | +12.7% |
| 10Y | +1,283.9% | +267.3% | +1,016.5% | +570.8% |
| All | +9,994.1% | +7,925.2% | +2,068.9% | +846.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling