-30.5%
ACHR vs LSCC
+33.9%
-64.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.5% | -4.1% |
| 7D | -9.2% | +7.0% | -16.2% | -12.3% |
| 30D | -1.0% | -2.3% | +1.3% | -0.8% |
| 3M | -42.2% | -12.5% | -29.7% | -39.3% |
| 6M | -38.2% | -10.6% | -27.6% | -37.1% |
| YTD | -46.4% | +52.7% | -99.1% | -60.8% |
| 1Y | -49.4% | +74.0% | -123.3% | -65.5% |
| 3Y | -22.5% | +104.8% | -127.3% | -57.1% |
| All | -30.5% | +33.9% | -64.4% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling