-42.7%
ACHR vs LSCC
+160.2%
-202.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.9% |
| 7D | -0.7% | +1.3% | -2.0% | -1.3% |
| 30D | +9.8% | -9.7% | +19.5% | +14.6% |
| 3M | -10.5% | -23.7% | +13.2% | +0.9% |
| 6M | -15.5% | +26.5% | -42.0% | -27.8% |
| YTD | -24.1% | +57.5% | -81.6% | -42.8% |
| 1Y | -32.4% | +75.7% | -108.1% | -51.9% |
| 3Y | -11.6% | +19.5% | -31.1% | -29.9% |
| 5Y | -42.9% | +83.8% | -126.7% | -66.2% |
| All | -42.7% | +160.2% | -202.9% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling