+20,268.5%
AFL vs LSCC
+9,784.2%
+10,484.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.9% | -2.7% |
| 7D | +0.1% | +13.0% | -12.8% | -1.8% |
| 30D | +10.0% | -19.8% | +29.9% | +12.8% |
| 3M | -1.6% | -18.4% | +16.8% | +0.3% |
| 6M | +10.5% | -16.1% | +26.6% | +10.7% |
| YTD | +14.3% | +42.7% | -28.5% | +4.8% |
| 1Y | +11.4% | +68.0% | -56.6% | -0.5% |
| 3Y | +62.4% | +85.8% | -23.4% | +36.1% |
| 5Y | +144.8% | +28.0% | +116.7% | +108.0% |
| 10Y | +356.2% | +1,255.1% | -898.9% | +155.1% |
| All | +20,268.5% | +9,784.2% | +10,484.2% | +6,078.8% |
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 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