+106.0%
LSCC vs CAI
-6.6%
+112.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +7.6% |
| 7D | +13.0% | -26.5% | +39.5% | +17.6% |
| 30D | -19.8% | -6.9% | -12.9% | -18.7% |
| 3M | -18.4% | +26.1% | -44.5% | -21.3% |
| 6M | -16.1% | +31.9% | -48.0% | -20.7% |
| YTD | +42.7% | -6.5% | +49.2% | +40.6% |
| 1Y | +68.0% | +2.5% | +65.5% | +63.8% |
| All | +106.0% | -6.6% | +112.5% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling