+82.0%
LSCC vs CRL
-35.5%
+117.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.8% |
| 7D | +1.3% | -1.0% | +2.3% | +1.8% |
| 30D | -9.7% | +10.7% | -20.3% | -13.9% |
| 3M | -23.7% | +55.3% | -79.0% | -38.8% |
| 6M | +26.5% | +60.7% | -34.2% | -1.9% |
| YTD | +57.5% | +44.6% | +12.9% | +27.2% |
| 1Y | +75.7% | +77.7% | -2.1% | +25.8% |
| 3Y | +19.5% | +37.6% | -18.2% | -7.8% |
| All | +82.0% | -35.5% | +117.6% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling