+48.9%
LSCC vs CPB
-33.6%
+82.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.2% | +11.6% | +10.1% |
| 7D | +14.5% | -4.1% | +18.6% | +13.5% |
| 30D | -0.1% | +16.9% | -17.0% | +4.0% |
| 3M | -2.7% | -0.6% | -2.1% | -1.2% |
| 6M | -4.8% | +11.4% | -16.2% | -1.6% |
| YTD | +66.9% | -14.8% | +81.7% | +69.3% |
| 1Y | +85.8% | -24.8% | +110.6% | +86.8% |
| 3Y | +115.6% | -36.6% | +152.2% | +112.4% |
| All | +48.9% | -33.6% | +82.5% | +60.9% |
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