+76.2%
LSCC vs CAI
-28.5%
+104.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +5.2% | +0.2% | +5.0% | +5.2% |
| 30D | -9.6% | +9.1% | -18.8% | -10.9% |
| 3M | -17.8% | +53.8% | -71.6% | -23.9% |
| 6M | +37.4% | +33.5% | +3.9% | +28.0% |
| YTD | +59.7% | -8.0% | +67.7% | +57.9% |
| 1Y | +76.2% | -28.7% | +104.9% | +82.6% |
| All | +76.2% | -28.5% | +104.7% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling