-6.8%
AA vs LSCC
+36.6%
-43.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.4% | -2.7% | +2.4% |
| 7D | +4.8% | +19.3% | -14.5% | -2.8% |
| 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% | -38.9% |
| 1Y | +12.9% | +79.4% | -66.5% | -18.4% |
| 3Y | +75.7% | +109.6% | -33.9% | +8.4% |
| 5Y | -6.8% | +40.4% | -47.2% | -37.2% |
| All | -6.8% | +36.6% | -43.4% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling