+104.8%
LSCC vs CRL
+97.9%
+6.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.1% |
| 7D | +7.0% | +0.1% | +6.8% | +7.0% |
| 30D | -2.3% | +11.9% | -14.2% | -6.7% |
| 3M | -12.5% | +20.2% | -32.7% | -19.1% |
| 6M | -10.6% | +107.5% | -118.1% | -35.4% |
| YTD | +52.7% | +69.4% | -16.7% | +18.5% |
| 1Y | +74.0% | +99.7% | -25.8% | +24.2% |
| 3Y | +104.8% | +98.8% | +6.0% | +22.7% |
| All | +104.8% | +97.9% | +6.9% | +22.7% |
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