+421.5%
CAH vs LSCC
+1,398.6%
-977.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +0.3% |
| 7D | +7.8% | +19.3% | -11.5% | +6.3% |
| 30D | +15.5% | -9.6% | +25.1% | +16.0% |
| 3M | +16.3% | -12.4% | +28.7% | +16.9% |
| 6M | +50.0% | -10.5% | +60.5% | +49.3% |
| YTD | +34.7% | +54.8% | -20.0% | +26.7% |
| 1Y | +35.9% | +79.4% | -43.4% | +25.9% |
| 3Y | +178.5% | +109.6% | +68.9% | +143.9% |
| 5Y | +515.7% | +40.4% | +475.3% | +444.7% |
| 10Y | +421.5% | +1,379.1% | -957.6% | +202.7% |
| All | +421.5% | +1,398.6% | -977.1% | +202.7% |
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