+93.6%
AAPL vs LSCC
+81.4%
+12.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.7% | -1.6% |
| 7D | -0.7% | +13.0% | -13.6% | -2.7% |
| 30D | +1.7% | -19.8% | +21.5% | +4.8% |
| 3M | +9.7% | -18.4% | +28.1% | +12.2% |
| 6M | +19.3% | -16.1% | +35.4% | +19.3% |
| YTD | +26.3% | +42.7% | -16.5% | +11.2% |
| 1Y | +27.4% | +68.0% | -40.6% | +7.7% |
| 3Y | +93.6% | +85.8% | +7.8% | +51.1% |
| All | +93.6% | +81.4% | +12.2% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling