+68.0%
LSCC vs CRL
+101.2%
-33.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.8% | -0.7% | +5.4% |
| 7D | +13.0% | -6.1% | +19.1% | +14.0% |
| 30D | -19.8% | +12.4% | -32.2% | -21.3% |
| 3M | -18.4% | +27.1% | -45.5% | -21.5% |
| 6M | -16.1% | +85.7% | -101.8% | -25.3% |
| YTD | +42.7% | +69.2% | -26.5% | +29.7% |
| 1Y | +68.0% | +97.5% | -29.5% | +41.6% |
| All | +68.0% | +101.2% | -33.2% | +41.6% |
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