+67.0%
AFL vs LSCC
+99.6%
-32.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +0.9% |
| 7D | +2.9% | +7.0% | -4.1% | +2.8% |
| 30D | +8.0% | -2.3% | +10.3% | +8.0% |
| 3M | +5.9% | -12.5% | +18.4% | +6.1% |
| 6M | +11.6% | -10.6% | +22.2% | +11.3% |
| YTD | +17.5% | +52.7% | -35.2% | +14.4% |
| 1Y | +13.3% | +74.0% | -60.7% | +9.6% |
| 3Y | +67.0% | +104.8% | -37.8% | +59.3% |
| All | +67.0% | +99.6% | -32.6% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling