+82.0%
LSCC vs CPB
-39.5%
+121.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +1.4% |
| 7D | +1.3% | -8.6% | +9.9% | -0.2% |
| 30D | -9.7% | -7.2% | -2.4% | -10.6% |
| 3M | -23.7% | +0.9% | -24.6% | -23.3% |
| 6M | +26.5% | -11.8% | +38.3% | +26.1% |
| YTD | +57.5% | -19.4% | +76.9% | +56.2% |
| 1Y | +75.7% | -30.4% | +106.1% | +72.6% |
| 3Y | +19.5% | -40.2% | +59.6% | +15.4% |
| All | +82.0% | -39.5% | +121.5% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling