+73.5%
LSCC vs CRL
+72.9%
+0.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.5% | -7.0% |
| 7D | -4.8% | -16.8% | +11.9% | +2.3% |
| 30D | -27.1% | +2.6% | -29.7% | -28.0% |
| 3M | -23.6% | +20.1% | -43.7% | -29.5% |
| 6M | -19.8% | +68.8% | -88.7% | -37.0% |
| YTD | +33.2% | +56.9% | -23.7% | +6.4% |
| 1Y | +55.2% | +86.7% | -31.4% | +13.4% |
| All | +73.5% | +72.9% | +0.6% | +17.8% |
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