-3.7%
CAG vs LSCC
+73.4%
-77.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | +1.4% |
| 7D | +4.6% | +19.3% | -14.8% | +7.3% |
| 30D | +14.7% | -9.6% | +24.3% | +14.7% |
| 3M | +2.4% | -12.4% | +14.8% | +2.5% |
| 6M | +10.7% | -10.5% | +21.2% | +9.9% |
| YTD | -5.5% | +54.8% | -60.3% | -5.8% |
| All | -3.7% | +73.4% | -77.1% | -4.8% |
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