+712.5%
CAT vs LSCC
+1,398.6%
-686.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.4% | -1.2% | +4.9% |
| 7D | -2.4% | +19.3% | -21.7% | -7.2% |
| 30D | -25.0% | -9.6% | -15.4% | -23.2% |
| 3M | -28.7% | -12.4% | -16.3% | -26.6% |
| 6M | -33.0% | -10.5% | -22.5% | -31.8% |
| YTD | +5.4% | +54.8% | -49.4% | -7.4% |
| 1Y | +7.3% | +79.4% | -72.1% | -9.3% |
| 3Y | +166.0% | +109.6% | +56.4% | +105.0% |
| 5Y | +210.1% | +40.4% | +169.7% | +148.6% |
| 10Y | +712.5% | +1,379.1% | -666.6% | +229.6% |
| All | +712.5% | +1,398.6% | -686.0% | +229.6% |
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