+94.8%
AAPL vs LSCC
+118.1%
-23.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.4% | -8.3% | +0.5% |
| 7D | +1.8% | +14.5% | -12.7% | -0.5% |
| 30D | +4.3% | -0.1% | +4.4% | +3.8% |
| 3M | +16.6% | -2.7% | +19.3% | +16.0% |
| 6M | +21.6% | -4.8% | +26.4% | +19.5% |
| YTD | +31.2% | +66.9% | -35.7% | +12.7% |
| 1Y | +29.6% | +85.8% | -56.3% | +8.3% |
| All | +94.8% | +118.1% | -23.4% | +50.2% |
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