+10,816.5%
ADP vs LSCC
+10,808.2%
+8.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.3% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | +2.8% | -9.7% | +12.5% | +3.9% |
| 3M | +20.9% | -23.7% | +44.6% | +23.5% |
| 6M | +29.9% | +26.5% | +3.4% | +23.3% |
| YTD | +9.6% | +57.5% | -47.9% | +0.7% |
| 1Y | -5.3% | +75.7% | -81.0% | -14.7% |
| 3Y | +16.5% | +19.5% | -3.0% | +6.0% |
| 5Y | +49.4% | +83.8% | -34.4% | +25.0% |
| 10Y | +282.2% | +1,772.4% | -1,490.2% | +129.6% |
| All | +10,816.5% | +10,808.2% | +8.3% | +3,817.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling