-15.9%
ACN vs LSCC
+99.6%
-115.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.1% |
| 7D | -3.8% | +7.0% | -10.8% | -3.7% |
| 30D | +16.5% | -2.3% | +18.8% | +16.8% |
| 3M | +41.5% | -12.5% | +54.0% | +41.9% |
| 6M | +60.1% | -10.6% | +70.7% | +58.3% |
| YTD | -3.9% | +52.7% | -56.6% | -11.7% |
| 1Y | +4.1% | +74.0% | -69.9% | -6.2% |
| 3Y | -15.9% | +104.8% | -120.7% | -29.4% |
| All | -15.9% | +99.6% | -115.5% | -29.4% |
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