+40.4%
LSCC vs CRL
-6.0%
+46.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.7% | +3.8% | +6.2% |
| 7D | +19.3% | +4.4% | +15.0% | +17.1% |
| 30D | -9.6% | +17.1% | -26.7% | -16.3% |
| 3M | -12.4% | +32.1% | -44.5% | -23.7% |
| 6M | -10.5% | +98.9% | -109.4% | -37.5% |
| YTD | +54.8% | +77.1% | -22.3% | +12.1% |
| 1Y | +79.4% | +110.3% | -30.9% | +18.1% |
| 3Y | +109.6% | +108.5% | +1.1% | +27.9% |
| 5Y | +40.4% | -7.9% | +48.2% | +44.8% |
| All | +40.4% | -6.0% | +46.4% | +44.8% |
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 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