+298.0%
AFL vs LSCC
+1,791.9%
-1,493.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | -0.7% | +5.2% | -5.9% | -1.3% |
| 30D | -7.1% | -9.6% | +2.5% | -6.2% |
| 3M | +0.4% | -17.8% | +18.2% | +1.8% |
| 6M | +4.5% | +37.4% | -32.9% | -1.2% |
| YTD | +6.1% | +59.7% | -53.6% | -2.1% |
| 1Y | +10.6% | +76.2% | -65.7% | +0.1% |
| 3Y | +64.0% | +28.2% | +35.8% | +49.5% |
| 5Y | +133.7% | +87.2% | +46.5% | +90.1% |
| 10Y | +298.0% | +1,795.0% | -1,497.0% | +122.8% |
| All | +298.0% | +1,791.9% | -1,493.9% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling