+90.9%
AG vs LSCC
+1,244.7%
-1,153.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | 0.0% |
| 7D | +6.3% | +13.0% | -6.6% | +2.8% |
| 30D | -8.9% | -19.8% | +10.9% | -4.3% |
| 3M | -12.2% | -18.4% | +6.2% | -8.4% |
| 6M | -28.3% | -16.1% | -12.2% | -26.0% |
| YTD | -8.8% | +42.7% | -51.6% | -17.2% |
| 1Y | +39.4% | +68.0% | -28.6% | +22.1% |
| 3Y | +229.4% | +85.8% | +143.6% | +170.3% |
| 5Y | +14.5% | +28.0% | -13.5% | -5.0% |
| All | +90.9% | +1,244.7% | -1,153.8% | +27.3% |
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 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