-41.5%
ACHR vs LSCC
+163.8%
-205.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.4% |
| 7D | +4.9% | +5.2% | -0.3% | +2.2% |
| 30D | +4.3% | -9.6% | +13.9% | +8.9% |
| 3M | +1.7% | -17.8% | +19.5% | +10.2% |
| 6M | -6.9% | +37.4% | -44.3% | -23.6% |
| YTD | -22.5% | +59.7% | -82.1% | -42.0% |
| 1Y | -31.5% | +76.2% | -107.7% | -51.3% |
| 3Y | -14.4% | +28.2% | -42.6% | -34.6% |
| 5Y | -41.6% | +87.2% | -128.8% | -65.7% |
| All | -41.5% | +163.8% | -205.3% | -69.2% |
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 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