+53.2%
ADP vs LSCC
+82.7%
-29.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.2% |
| 7D | -3.4% | +1.3% | -4.7% | -3.5% |
| 30D | +2.8% | -9.7% | +12.5% | +3.5% |
| 3M | +20.9% | -23.7% | +44.6% | +22.9% |
| 6M | +29.9% | +26.5% | +3.4% | +23.6% |
| YTD | +9.6% | +57.5% | -47.9% | +0.8% |
| 1Y | -5.3% | +75.7% | -81.0% | -14.7% |
| 3Y | +16.5% | +19.5% | -3.0% | +8.4% |
| All | +53.2% | +82.7% | -29.5% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling