+291.9%
AA vs LSCC
+10,808.2%
-10,516.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.6% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | +5.0% | -9.7% | +14.7% | +7.3% |
| 3M | -35.8% | -23.7% | -12.1% | -32.4% |
| 6M | -18.4% | +26.5% | -44.9% | -24.1% |
| YTD | -5.5% | +57.5% | -63.0% | -16.6% |
| 1Y | +61.0% | +75.7% | -14.7% | +38.3% |
| 3Y | +66.2% | +19.5% | +46.8% | +50.5% |
| 5Y | +11.4% | +83.8% | -72.4% | -9.7% |
| 10Y | +116.9% | +1,772.4% | -1,655.5% | +9.3% |
| All | +291.9% | +10,808.2% | -10,516.3% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling