-55.5%
ACHR vs LSCC
+135.8%
-191.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +7.1% | +7.6% | +11.2% |
| 7D | +5.7% | +13.0% | -7.2% | -0.6% |
| 30D | -4.9% | -19.8% | +14.9% | +4.9% |
| 3M | -15.1% | -18.4% | +3.3% | -8.3% |
| 6M | -30.7% | -16.1% | -14.6% | -27.3% |
| YTD | -41.0% | +42.7% | -83.7% | -54.1% |
| 1Y | -50.0% | +68.0% | -118.0% | -64.2% |
| 3Y | -17.0% | +85.8% | -102.9% | -48.6% |
| 5Y | -29.4% | +28.0% | -57.5% | -54.1% |
| All | -55.5% | +135.8% | -191.3% | -75.6% |
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 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