+69.8%
LSCC vs CAI
-2.4%
+72.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.3% | +7.1% | +8.2% |
| 7D | +19.3% | -20.3% | +39.7% | +23.5% |
| 30D | -9.6% | -13.9% | +4.3% | -7.2% |
| 3M | -12.4% | +12.4% | -24.9% | -13.9% |
| 6M | -10.5% | +58.3% | -68.8% | -18.4% |
| YTD | +54.8% | -5.2% | +60.0% | +57.2% |
| All | +69.8% | -2.4% | +72.2% | +68.6% |
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