-33.4%
CAG vs LSCC
+81.4%
-114.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.9% | -1.4% |
| 7D | +5.8% | +13.0% | -7.2% | +6.4% |
| 30D | +16.4% | -19.8% | +36.2% | +16.0% |
| 3M | +3.8% | -18.4% | +22.2% | +3.7% |
| 6M | +10.8% | -16.1% | +26.9% | +10.3% |
| YTD | -5.8% | +42.7% | -48.6% | -7.0% |
| 1Y | -2.4% | +68.0% | -70.4% | -3.9% |
| 3Y | -33.4% | +85.8% | -119.3% | -35.7% |
| All | -33.4% | +81.4% | -114.8% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling