+25,808.1%
CAT vs LSCC
+10,808.2%
+14,999.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | +1.7% | +1.3% | +0.4% | +1.5% |
| 30D | -6.6% | -9.7% | +3.1% | -4.8% |
| 3M | -13.3% | -23.7% | +10.4% | -9.1% |
| 6M | +11.6% | +26.5% | -14.9% | +6.5% |
| YTD | +42.9% | +57.5% | -14.6% | +30.9% |
| 1Y | +95.4% | +75.7% | +19.8% | +75.1% |
| 3Y | +196.6% | +19.5% | +177.1% | +173.7% |
| 5Y | +321.7% | +83.8% | +237.9% | +248.9% |
| 10Y | +1,140.8% | +1,772.4% | -631.6% | +558.7% |
| All | +25,808.1% | +10,808.2% | +14,999.9% | +8,054.8% |
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 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