+206.5%
LSCC vs CRL
+1,379.5%
-1,173.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.7% |
| 7D | +1.3% | -1.0% | +2.3% | +1.7% |
| 30D | -9.7% | +10.7% | -20.3% | -13.6% |
| 3M | -23.7% | +55.3% | -79.0% | -37.6% |
| 6M | +26.5% | +60.7% | -34.2% | +0.5% |
| YTD | +57.5% | +44.6% | +12.9% | +29.5% |
| 1Y | +75.7% | +77.7% | -2.1% | +30.7% |
| 3Y | +19.5% | +37.6% | -18.2% | -4.7% |
| 5Y | +83.8% | -35.8% | +119.6% | +96.3% |
| 10Y | +1,772.4% | +241.7% | +1,530.6% | +933.5% |
| All | +206.5% | +1,379.5% | -1,173.0% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling