+127.4%
ADI vs LSCC
+81.4%
+46.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -2.3% |
| 7D | -12.8% | +13.0% | -25.8% | -17.4% |
| 30D | -11.3% | -19.8% | +8.5% | -3.3% |
| 3M | -3.4% | -18.4% | +15.0% | +4.1% |
| 6M | -12.0% | -16.1% | +4.1% | -7.6% |
| YTD | +35.3% | +42.7% | -7.5% | +11.0% |
| 1Y | +58.1% | +68.0% | -9.9% | +20.3% |
| 3Y | +127.4% | +85.8% | +41.5% | +49.0% |
| All | +127.4% | +81.4% | +46.0% | +49.0% |
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