+202.1%
AA vs LSCC
+9,126.4%
-8,924.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.6% | +3.3% | -3.4% |
| 7D | -3.7% | -4.8% | +1.1% | -2.9% |
| 30D | -10.8% | -27.1% | +16.3% | -4.5% |
| 3M | -19.1% | -23.6% | +4.5% | -14.8% |
| 6M | -38.7% | -19.8% | -18.9% | -36.7% |
| YTD | -27.1% | +33.2% | -60.4% | -33.7% |
| 1Y | +8.3% | +55.2% | -46.9% | -4.8% |
| 3Y | +49.6% | +70.1% | -20.5% | +25.4% |
| 5Y | -15.5% | +19.5% | -35.0% | -25.3% |
| 10Y | +60.9% | +1,164.9% | -1,104.0% | -12.8% |
| All | +202.1% | +9,126.4% | -8,924.3% | -5.9% |
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