+293.7%
CAH vs LSCC
+1,791.9%
-1,498.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.8% |
| 7D | +0.5% | +5.2% | -4.7% | +0.1% |
| 30D | +1.7% | -9.6% | +11.4% | +2.5% |
| 3M | +17.9% | -17.8% | +35.6% | +19.0% |
| 6M | +10.9% | +37.4% | -26.5% | +6.5% |
| YTD | +17.9% | +59.7% | -41.8% | +11.3% |
| 1Y | +61.7% | +76.2% | -14.5% | +50.8% |
| 3Y | +183.7% | +28.2% | +155.6% | +166.0% |
| 5Y | +401.3% | +87.2% | +314.1% | +328.7% |
| 10Y | +293.7% | +1,795.0% | -1,501.3% | +136.1% |
| All | +293.7% | +1,791.9% | -1,498.3% | +136.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling