+19.5%
LSCC vs CPB
-31.1%
+50.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.3% | -8.4% |
| 7D | -4.8% | +11.6% | -16.4% | -2.3% |
| 30D | -27.1% | +23.3% | -50.4% | -23.2% |
| 3M | -23.6% | +1.6% | -25.2% | -22.0% |
| 6M | -19.8% | +13.9% | -33.8% | -16.5% |
| YTD | +33.2% | -11.7% | +44.9% | +36.3% |
| 1Y | +55.2% | -18.2% | +73.5% | +57.9% |
| 3Y | +70.1% | -35.2% | +105.3% | +68.4% |
| 5Y | +19.5% | -30.5% | +50.1% | +33.2% |
| All | +19.5% | -31.1% | +50.7% | +33.2% |
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