+1,306.6%
AAPL vs LSCC
+1,333.6%
-27.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | +5.0% | +5.0% | 0.0% | +3.5% |
| 30D | +3.5% | -11.7% | +15.3% | +5.8% |
| 3M | +13.1% | -13.3% | +26.4% | +15.1% |
| 6M | +19.0% | -12.5% | +31.6% | +18.1% |
| YTD | +28.5% | +51.2% | -22.7% | +7.3% |
| 1Y | +29.7% | +65.9% | -36.2% | +5.0% |
| 3Y | +89.2% | +95.3% | -6.1% | +34.9% |
| 5Y | +141.2% | +38.6% | +102.6% | +77.4% |
| 10Y | +1,306.6% | +1,352.3% | -45.7% | +409.5% |
| All | +1,306.6% | +1,333.6% | -27.0% | +409.5% |
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 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