-38.5%
CAT vs LSCC
-19.6%
-19.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.6% | +2.2% | -2.7% |
| 7D | -14.5% | -4.8% | -9.7% | -12.9% |
| 30D | -35.7% | -27.1% | -8.6% | -26.6% |
| 3M | -36.3% | -23.6% | -12.7% | -29.1% |
| 6M | -38.5% | -19.8% | -18.7% | -33.7% |
| All | -38.5% | -19.6% | -19.0% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling