+1,236.1%
LSCC vs CRL
+386.8%
+849.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.8% | -0.7% | +3.1% |
| 7D | +13.0% | -6.1% | +19.1% | +16.5% |
| 30D | -19.8% | +12.4% | -32.2% | -24.8% |
| 3M | -18.4% | +27.1% | -45.5% | -28.7% |
| 6M | -16.1% | +85.7% | -101.8% | -41.5% |
| YTD | +42.7% | +69.2% | -26.5% | +2.2% |
| 1Y | +68.0% | +97.5% | -29.5% | +9.9% |
| 3Y | +85.8% | +86.1% | -0.3% | +16.2% |
| 5Y | +28.0% | -10.0% | +38.1% | +19.7% |
| All | +1,236.1% | +386.8% | +849.4% | +499.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling