+12,054.6%
ADP vs LSCC
+9,126.4%
+2,928.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.6% | +9.8% | +2.2% |
| 7D | +7.4% | -4.8% | +12.2% | +7.7% |
| 30D | +17.1% | -27.1% | +44.2% | +20.9% |
| 3M | +14.4% | -23.6% | +38.0% | +17.1% |
| 6M | +47.9% | -19.8% | +67.7% | +48.3% |
| YTD | +22.1% | +33.2% | -11.2% | +13.4% |
| 1Y | +21.8% | +55.2% | -33.5% | +10.7% |
| 3Y | +50.5% | +70.1% | -19.6% | +29.7% |
| 5Y | +49.6% | +19.5% | +30.0% | +31.2% |
| 10Y | +329.3% | +1,164.9% | -835.6% | +168.8% |
| All | +12,054.6% | +9,126.4% | +2,928.2% | +4,314.1% |
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