+2,214.6%
AEP vs LSCC
+10,808.2%
-8,593.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +1.8% | +1.3% | +0.5% | +1.7% |
| 30D | -0.8% | -9.7% | +8.9% | -0.3% |
| 3M | -1.8% | -23.7% | +21.9% | -0.8% |
| 6M | -5.4% | +26.5% | -31.9% | -7.2% |
| YTD | +10.4% | +57.5% | -47.1% | +6.9% |
| 1Y | +18.2% | +75.7% | -57.5% | +13.4% |
| 3Y | +79.0% | +19.5% | +59.5% | +72.4% |
| 5Y | +64.8% | +83.8% | -18.9% | +52.2% |
| 10Y | +170.8% | +1,772.4% | -1,601.5% | +111.4% |
| All | +2,214.6% | +10,808.2% | -8,593.6% | +1,410.7% |
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