-51.8%
ACHR vs LSCC
+155.7%
-207.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.4% | -0.1% | +4.2% |
| 7D | +15.3% | +19.3% | -4.0% | +5.7% |
| 30D | -3.0% | -9.6% | +6.6% | +1.1% |
| 3M | -14.0% | -12.4% | -1.5% | -10.2% |
| 6M | -25.8% | -10.5% | -15.3% | -24.5% |
| YTD | -36.0% | +54.8% | -90.8% | -52.2% |
| 1Y | -41.2% | +79.4% | -120.6% | -59.2% |
| 3Y | -8.6% | +109.6% | -118.1% | -46.7% |
| 5Y | -20.6% | +40.4% | -61.0% | -50.5% |
| All | -51.8% | +155.7% | -207.5% | -74.6% |
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