+53.6%
AA vs LSCC
+1,398.6%
-1,344.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.4% | -2.7% | +2.3% |
| 7D | +4.8% | +19.3% | -14.5% | -2.9% |
| 30D | -0.6% | -9.6% | +9.0% | +2.5% |
| 3M | -16.3% | -12.4% | -3.9% | -13.5% |
| 6M | -33.4% | -10.5% | -22.9% | -33.2% |
| YTD | -20.7% | +54.8% | -75.5% | -38.6% |
| 1Y | +12.9% | +79.4% | -66.5% | -18.0% |
| 3Y | +75.7% | +109.6% | -33.9% | +10.1% |
| 5Y | -6.8% | +40.4% | -47.2% | -35.6% |
| 10Y | +53.6% | +1,379.1% | -1,325.5% | -56.3% |
| All | +53.6% | +1,398.6% | -1,344.9% | -56.3% |
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