+26.5%
LSCC vs CAKE
+70.5%
-44.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +1.3% | -4.0% | +5.3% | +1.7% |
| 30D | -9.7% | +2.4% | -12.1% | -10.0% |
| 3M | -23.7% | +69.0% | -92.7% | -33.8% |
| 6M | +26.5% | +69.3% | -42.8% | +10.4% |
| All | +26.5% | +70.5% | -44.0% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 6mo: compounded portfolio wealth divided by compounded CAKE 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…
6mo analysis · Full analysis span regression · 6 months rolling