+688.6%
CAT vs LSCC
+1,351.6%
-662.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | +0.7% |
| 7D | +7.4% | +7.0% | +0.5% | +5.3% |
| 30D | -19.7% | -2.3% | -17.4% | -19.6% |
| 3M | -29.6% | -12.5% | -17.1% | -27.6% |
| 6M | -33.2% | -10.6% | -22.6% | -32.1% |
| YTD | +5.7% | +52.7% | -47.0% | -7.0% |
| 1Y | +9.3% | +74.0% | -64.6% | -6.9% |
| 3Y | +158.3% | +104.8% | +53.5% | +100.0% |
| 5Y | +211.6% | +36.2% | +175.3% | +151.3% |
| All | +688.6% | +1,351.6% | -662.9% | +220.0% |
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