-35.5%
CAG vs LSCC
+1,791.9%
-1,827.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.4% |
| 7D | -5.3% | +5.2% | -10.5% | -5.3% |
| 30D | +1.0% | -9.6% | +10.6% | +1.1% |
| 3M | +17.4% | -17.8% | +35.2% | +17.6% |
| 6M | -16.8% | +37.4% | -54.2% | -17.8% |
| YTD | -6.8% | +59.7% | -66.5% | -8.3% |
| 1Y | -15.4% | +76.2% | -91.6% | -17.1% |
| 3Y | -37.1% | +28.2% | -65.3% | -38.4% |
| 5Y | -41.3% | +87.2% | -128.5% | -44.0% |
| 10Y | -35.5% | +1,795.0% | -1,830.5% | -45.6% |
| All | -35.5% | +1,791.9% | -1,827.4% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling