+120.8%
LSCC vs CRBG
+114.2%
+6.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | +0.4% | -1.6% | +2.1% | +1.2% |
| 30D | -9.5% | +2.4% | -11.9% | -10.7% |
| 3M | -13.8% | +26.8% | -40.6% | -24.3% |
| 6M | +24.5% | +41.5% | -17.0% | +2.1% |
| YTD | +55.1% | +15.5% | +39.6% | +40.6% |
| 1Y | +72.5% | +6.6% | +65.9% | +62.5% |
| 3Y | +24.5% | +121.6% | -97.1% | -15.4% |
| All | +120.8% | +114.2% | +6.6% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling