-17.4%
AA vs LSCC
+33.9%
-51.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.4% |
| 7D | +0.5% | +7.0% | -6.5% | -2.4% |
| 30D | -0.6% | -2.3% | +1.7% | -0.8% |
| 3M | -19.7% | -12.5% | -7.1% | -17.0% |
| 6M | -41.6% | -10.6% | -31.0% | -41.5% |
| YTD | -24.6% | +52.7% | -77.3% | -41.6% |
| 1Y | +4.9% | +74.0% | -69.1% | -23.3% |
| 3Y | +66.8% | +104.8% | -38.0% | +4.1% |
| All | -17.4% | +33.9% | -51.3% | -45.0% |
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