+725.3%
CAT vs LSCC
+1,244.7%
-519.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -1.1% |
| 7D | -10.3% | +13.0% | -23.3% | -13.4% |
| 30D | -31.2% | -19.8% | -11.4% | -27.3% |
| 3M | -34.7% | -18.4% | -16.3% | -31.4% |
| 6M | -39.5% | -16.1% | -23.4% | -37.3% |
| YTD | -1.7% | +42.7% | -44.4% | -11.7% |
| 1Y | -1.1% | +68.0% | -69.1% | -14.8% |
| 3Y | +143.9% | +85.8% | +58.0% | +93.9% |
| 5Y | +194.8% | +28.0% | +166.7% | +142.4% |
| All | +725.3% | +1,244.7% | -519.4% | +243.0% |
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