-38.9%
CAG vs LSCC
+26.3%
-65.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.9% | -1.5% |
| 7D | +5.8% | +13.0% | -7.2% | +6.3% |
| 30D | +16.4% | -19.8% | +36.2% | +16.0% |
| 3M | +3.8% | -18.4% | +22.2% | +3.6% |
| 6M | +10.8% | -16.1% | +26.9% | +10.5% |
| YTD | -5.8% | +42.7% | -48.6% | -6.1% |
| 1Y | -2.4% | +68.0% | -70.4% | -2.6% |
| 3Y | -33.4% | +85.8% | -119.3% | -33.7% |
| All | -38.9% | +26.3% | -65.2% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling