+39.4%
AG vs LSCC
+68.2%
-28.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | -1.1% |
| 7D | +6.3% | +13.0% | -6.6% | +0.4% |
| 30D | -8.9% | -19.8% | +10.9% | -0.8% |
| 3M | -12.2% | -18.4% | +6.2% | -5.6% |
| 6M | -28.3% | -16.1% | -12.2% | -24.9% |
| YTD | -8.8% | +42.7% | -51.6% | -26.4% |
| 1Y | +39.4% | +68.0% | -28.6% | +6.5% |
| All | +39.4% | +68.2% | -28.8% | +6.5% |
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