-11.8%
CAG vs LSCC
+72.9%
-84.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.7% |
| 7D | -3.8% | +1.3% | -5.1% | -3.7% |
| 30D | +3.1% | -9.7% | +12.8% | +2.4% |
| 3M | +23.5% | -23.7% | +47.2% | +21.9% |
| 6M | -14.8% | +26.5% | -41.3% | -16.0% |
| YTD | -5.4% | +57.5% | -63.0% | -5.6% |
| 1Y | -11.8% | +75.7% | -87.5% | -12.0% |
| All | -11.8% | +72.9% | -84.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling