+1,249.0%
AAPL vs LSCC
+1,244.7%
+4.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.7% | -2.3% |
| 7D | -0.7% | +13.0% | -13.6% | -4.0% |
| 30D | +1.7% | -19.8% | +21.5% | +6.5% |
| 3M | +9.7% | -18.4% | +28.1% | +13.5% |
| 6M | +19.3% | -16.1% | +35.4% | +19.6% |
| YTD | +26.3% | +42.7% | -16.5% | +7.0% |
| 1Y | +27.4% | +68.0% | -40.6% | +2.6% |
| 3Y | +93.6% | +85.8% | +7.8% | +39.7% |
| 5Y | +131.7% | +28.0% | +103.7% | +74.0% |
| All | +1,249.0% | +1,244.7% | +4.4% | +387.8% |
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