+75.7%
LSCC vs CRL
+78.8%
-3.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.3% |
| 7D | +1.3% | -1.0% | +2.3% | +1.5% |
| 30D | -9.7% | +10.7% | -20.3% | -11.2% |
| 3M | -23.7% | +55.3% | -79.0% | -30.0% |
| 6M | +26.5% | +60.7% | -34.2% | +13.3% |
| YTD | +57.5% | +44.6% | +12.9% | +45.9% |
| 1Y | +75.7% | +77.7% | -2.1% | +52.3% |
| All | +75.7% | +78.8% | -3.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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