+18,766.1%
CAT vs LSCC
+9,994.1%
+8,772.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.5% |
| 7D | -17.1% | +3.0% | -20.1% | -17.7% |
| 30D | -30.1% | -19.3% | -10.8% | -27.5% |
| 3M | -32.4% | -22.3% | -10.1% | -29.5% |
| 6M | -32.1% | -14.6% | -17.5% | -30.6% |
| YTD | +4.1% | +45.8% | -41.7% | -3.7% |
| 1Y | +8.9% | +69.6% | -60.7% | -2.0% |
| 3Y | +155.5% | +86.1% | +69.4% | +118.5% |
| 5Y | +215.5% | +30.7% | +184.8% | +176.3% |
| 10Y | +788.9% | +1,283.9% | -495.0% | +396.6% |
| All | +18,766.1% | +9,994.1% | +8,772.0% | +5,902.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling