+1,134.9%
CAT vs LSCC
+1,772.4%
-637.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.2% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | -6.6% | -9.7% | +3.1% | -4.0% |
| 3M | -13.3% | -23.7% | +10.4% | -7.4% |
| 6M | +11.6% | +26.5% | -14.9% | +4.3% |
| YTD | +42.9% | +57.5% | -14.6% | +26.1% |
| 1Y | +95.4% | +75.7% | +19.8% | +67.3% |
| 3Y | +196.6% | +19.5% | +177.1% | +162.2% |
| 5Y | +321.7% | +83.8% | +237.9% | +219.8% |
| All | +1,134.9% | +1,772.4% | -637.5% | +425.8% |
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