+33.4%
AG vs LSCC
+57.8%
-24.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.3% | +7.9% | +8.6% |
| 7D | -2.6% | +3.0% | -5.6% | -4.0% |
| 30D | -12.1% | -19.3% | +7.2% | -4.3% |
| 3M | -6.6% | -22.3% | +15.7% | +2.5% |
| 6M | -20.5% | -14.6% | -5.9% | -17.1% |
| YTD | -7.4% | +45.8% | -53.2% | -26.1% |
| 1Y | +33.4% | +69.6% | -36.2% | -0.6% |
| All | +33.4% | +57.8% | -24.4% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling