+120.3%
LSCC vs CAI
-14.7%
+135.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.6% | -4.9% |
| 7D | +7.0% | -8.7% | +15.7% | +8.4% |
| 30D | -2.3% | -23.8% | +21.5% | +1.8% |
| 3M | -12.5% | +3.9% | -16.4% | -12.9% |
| 6M | -10.6% | +56.8% | -67.4% | -17.2% |
| YTD | +52.7% | -14.6% | +67.3% | +52.5% |
| 1Y | +74.0% | -5.2% | +79.2% | +71.9% |
| All | +120.3% | -14.7% | +135.0% | +120.6% |
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 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