+85.8%
LSCC vs CPB
-36.0%
+121.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +6.8% |
| 7D | +13.0% | +8.0% | +5.0% | +15.0% |
| 30D | -19.8% | +22.4% | -42.2% | -15.8% |
| 3M | -18.4% | +2.5% | -20.9% | -16.4% |
| 6M | -16.1% | +12.2% | -28.3% | -13.3% |
| YTD | +42.7% | -12.8% | +55.5% | +48.3% |
| 1Y | +68.0% | -19.2% | +87.2% | +75.0% |
| 3Y | +85.8% | -35.6% | +121.4% | +91.1% |
| All | +85.8% | -36.0% | +121.8% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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