+601.8%
CAG vs LSCC
+10,808.2%
-10,206.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | -3.8% | +1.3% | -5.1% | -3.8% |
| 30D | +3.1% | -9.7% | +12.8% | +3.5% |
| 3M | +23.5% | -23.7% | +47.2% | +24.4% |
| 6M | -14.8% | +26.5% | -41.3% | -16.3% |
| YTD | -5.4% | +57.5% | -63.0% | -8.0% |
| 1Y | -11.8% | +75.7% | -87.5% | -14.8% |
| 3Y | -36.7% | +19.5% | -56.1% | -38.6% |
| 5Y | -40.3% | +83.8% | -124.0% | -44.1% |
| 10Y | -37.0% | +1,772.4% | -1,809.4% | -48.7% |
| All | +601.8% | +10,808.2% | -10,206.4% | +297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling