+109.6%
LSCC vs CRL
+99.4%
+10.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.7% | +3.8% | +6.5% |
| 7D | +19.3% | +4.4% | +15.0% | +17.4% |
| 30D | -9.6% | +17.1% | -26.7% | -15.3% |
| 3M | -12.4% | +32.1% | -44.5% | -22.1% |
| 6M | -10.5% | +98.9% | -109.4% | -34.2% |
| YTD | +54.8% | +77.1% | -22.3% | +17.8% |
| 1Y | +79.4% | +110.3% | -30.9% | +25.1% |
| 3Y | +109.6% | +108.5% | +1.1% | +18.4% |
| All | +109.6% | +99.4% | +10.2% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling