+66.3%
AA vs LSCC
+1,244.7%
-1,178.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | 0.0% |
| 7D | +0.9% | +13.0% | -12.1% | -4.4% |
| 30D | -6.7% | -19.8% | +13.1% | +1.0% |
| 3M | -16.3% | -18.4% | +2.1% | -11.0% |
| 6M | -37.1% | -16.1% | -21.0% | -35.3% |
| YTD | -25.0% | +42.7% | -67.7% | -40.0% |
| 1Y | +8.6% | +68.0% | -59.4% | -19.0% |
| 3Y | +57.2% | +85.8% | -28.6% | +3.6% |
| 5Y | -13.0% | +28.0% | -41.1% | -37.5% |
| All | +66.3% | +1,244.7% | -1,178.3% | -50.2% |
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