+416.6%
CAH vs LSCC
+1,281.8%
-865.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.7% | +0.9% |
| 7D | +8.5% | +13.0% | -4.5% | +7.4% |
| 30D | +17.0% | -19.8% | +36.9% | +18.7% |
| 3M | +14.6% | -18.4% | +33.0% | +15.8% |
| 6M | +42.5% | -16.1% | +58.6% | +42.6% |
| YTD | +33.5% | +42.7% | -9.3% | +26.3% |
| 1Y | +38.5% | +68.0% | -29.5% | +28.9% |
| 3Y | +179.0% | +85.8% | +93.2% | +147.1% |
| 5Y | +507.2% | +28.0% | +479.1% | +441.5% |
| All | +416.6% | +1,281.8% | -865.2% | +201.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling