+19,143.8%
AFL vs LSCC
+10,808.2%
+8,335.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | -6.2% | -9.7% | +3.5% | -4.9% |
| 3M | +2.2% | -23.7% | +25.9% | +4.9% |
| 6M | +5.3% | +26.5% | -21.2% | -0.3% |
| YTD | +8.0% | +57.5% | -49.6% | -1.5% |
| 1Y | +10.2% | +75.7% | -65.5% | -1.7% |
| 3Y | +67.1% | +19.5% | +47.6% | +50.5% |
| 5Y | +135.6% | +83.8% | +51.8% | +91.0% |
| 10Y | +299.4% | +1,772.4% | -1,473.0% | +114.0% |
| All | +19,143.8% | +10,808.2% | +8,335.6% | +5,708.4% |
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