+15,232.8%
CAH vs LSCC
+10,808.2%
+4,424.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.7% |
| 7D | +5.4% | +1.3% | +4.1% | +5.3% |
| 30D | +3.3% | -9.7% | +13.0% | +4.1% |
| 3M | +22.8% | -23.7% | +46.5% | +24.8% |
| 6M | +11.3% | +26.5% | -15.2% | +7.7% |
| YTD | +21.1% | +57.5% | -36.4% | +14.7% |
| 1Y | +67.2% | +75.7% | -8.4% | +56.3% |
| 3Y | +195.6% | +19.5% | +176.2% | +177.7% |
| 5Y | +413.8% | +83.8% | +330.1% | +352.1% |
| 10Y | +309.6% | +1,772.4% | -1,462.8% | +180.2% |
| All | +15,232.8% | +10,808.2% | +4,424.6% | +6,780.5% |
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