+115.2%
AA vs LSCC
+1,763.3%
-1,648.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.9% |
| 7D | -0.7% | +1.3% | -2.0% | -1.3% |
| 30D | +5.0% | -9.7% | +14.7% | +9.0% |
| 3M | -35.8% | -23.7% | -12.1% | -29.8% |
| 6M | -18.4% | +26.5% | -44.9% | -29.3% |
| YTD | -5.5% | +57.5% | -63.0% | -25.9% |
| 1Y | +61.0% | +75.7% | -14.7% | +19.6% |
| 3Y | +66.2% | +19.5% | +46.8% | +33.8% |
| 5Y | +11.4% | +83.8% | -72.4% | -30.1% |
| All | +115.2% | +1,763.3% | -1,648.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling