+179.0%
CAH vs LSCC
+81.4%
+97.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.7% | +1.5% |
| 7D | +8.5% | +13.0% | -4.5% | +8.6% |
| 30D | +17.0% | -19.8% | +36.9% | +16.9% |
| 3M | +14.6% | -18.4% | +33.0% | +14.5% |
| 6M | +42.5% | -16.1% | +58.6% | +42.1% |
| YTD | +33.5% | +42.7% | -9.3% | +32.1% |
| 1Y | +38.5% | +68.0% | -29.5% | +37.0% |
| 3Y | +179.0% | +85.8% | +93.2% | +181.5% |
| All | +179.0% | +81.4% | +97.6% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling