-17.0%
ACHR vs LSCC
+81.4%
-98.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +7.1% | +7.6% | +11.5% |
| 7D | +5.7% | +13.0% | -7.2% | -0.1% |
| 30D | -4.9% | -19.8% | +14.9% | +4.2% |
| 3M | -15.1% | -18.4% | +3.3% | -8.8% |
| 6M | -30.7% | -16.1% | -14.6% | -27.4% |
| YTD | -41.0% | +42.7% | -83.7% | -53.2% |
| 1Y | -50.0% | +68.0% | -118.0% | -63.4% |
| 3Y | -17.0% | +85.8% | -102.9% | -50.3% |
| All | -17.0% | +81.4% | -98.4% | -50.3% |
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