+72.2%
LSCC vs CRBG
+4.4%
+67.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.2% |
| 7D | -5.7% | +6.5% | -12.2% | -7.3% |
| 30D | -17.7% | +10.0% | -27.6% | -20.0% |
| 3M | -26.5% | +35.1% | -61.6% | -33.8% |
| 6M | +21.6% | +41.1% | -19.6% | +6.4% |
| YTD | +54.4% | +17.4% | +37.0% | +43.3% |
| All | +72.2% | +4.4% | +67.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling