+16,794.2%
CAH vs LSCC
+9,784.2%
+7,010.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.7% | +0.9% |
| 7D | +8.5% | +13.0% | -4.5% | +7.2% |
| 30D | +17.0% | -19.8% | +36.9% | +18.8% |
| 3M | +14.6% | -18.4% | +33.0% | +15.9% |
| 6M | +42.5% | -16.1% | +58.6% | +42.8% |
| YTD | +33.5% | +42.7% | -9.3% | +26.8% |
| 1Y | +38.5% | +68.0% | -29.5% | +29.6% |
| 3Y | +179.0% | +85.8% | +93.2% | +150.9% |
| 5Y | +507.2% | +28.0% | +479.1% | +450.0% |
| 10Y | +448.9% | +1,255.1% | -806.2% | +285.3% |
| All | +16,794.2% | +9,784.2% | +7,010.0% | +7,507.1% |
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 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