+91.6%
ACN vs LSCC
+1,772.4%
-1,680.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.6% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | +9.4% | -9.7% | +19.0% | +10.9% |
| 3M | +5.6% | -23.7% | +29.4% | +8.3% |
| 6M | -9.3% | +26.5% | -35.7% | -17.1% |
| YTD | -29.0% | +57.5% | -86.5% | -38.7% |
| 1Y | -24.7% | +75.7% | -100.3% | -36.9% |
| 3Y | -39.8% | +19.5% | -59.3% | -48.2% |
| 5Y | -40.9% | +83.8% | -124.7% | -56.5% |
| All | +91.6% | +1,772.4% | -1,680.8% | -9.9% |
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