+49.6%
ADP vs LSCC
+18.7%
+30.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.6% | +9.8% | +1.7% |
| 7D | +7.4% | -4.8% | +12.2% | +7.6% |
| 30D | +17.1% | -27.1% | +44.2% | +19.3% |
| 3M | +14.4% | -23.6% | +38.0% | +16.0% |
| 6M | +47.9% | -19.8% | +67.7% | +47.3% |
| YTD | +22.1% | +33.2% | -11.2% | +13.0% |
| 1Y | +21.8% | +55.2% | -33.5% | +10.2% |
| 3Y | +50.5% | +70.1% | -19.6% | +26.5% |
| 5Y | +49.6% | +19.5% | +30.0% | +24.0% |
| All | +49.6% | +18.7% | +30.9% | +24.0% |
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 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