+17,564.5%
CAT vs LSCC
+9,126.4%
+8,438.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.6% | +2.2% | -4.8% |
| 7D | -14.5% | -4.8% | -9.7% | -13.8% |
| 30D | -35.7% | -27.1% | -8.6% | -32.0% |
| 3M | -36.3% | -23.6% | -12.7% | -33.3% |
| 6M | -38.5% | -19.8% | -18.7% | -36.4% |
| YTD | -2.5% | +33.2% | -35.8% | -8.3% |
| 1Y | -1.9% | +55.2% | -57.1% | -10.2% |
| 3Y | +139.2% | +70.1% | +69.1% | +108.1% |
| 5Y | +192.1% | +19.5% | +172.6% | +160.2% |
| 10Y | +732.3% | +1,164.9% | -432.6% | +372.9% |
| All | +17,564.5% | +9,126.4% | +8,438.2% | +5,616.1% |
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