+25.5%
LSCC vs CRL
-10.4%
+35.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.8% | -0.7% | +3.5% |
| 7D | +13.0% | -6.1% | +19.1% | +16.1% |
| 30D | -19.8% | +12.4% | -32.2% | -24.3% |
| 3M | -18.4% | +27.1% | -45.5% | -27.7% |
| 6M | -16.1% | +85.7% | -101.8% | -39.5% |
| YTD | +42.7% | +69.2% | -26.5% | +5.6% |
| 1Y | +68.0% | +97.5% | -29.5% | +14.1% |
| 3Y | +85.8% | +86.1% | -0.3% | +20.6% |
| All | +25.5% | -10.4% | +35.9% | +25.9% |
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