+11.1%
AG vs LSCC
+26.3%
-15.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | -0.4% |
| 7D | +6.3% | +13.0% | -6.6% | +1.9% |
| 30D | -8.9% | -19.8% | +10.9% | -3.0% |
| 3M | -12.2% | -18.4% | +6.2% | -7.4% |
| 6M | -28.3% | -16.1% | -12.2% | -25.6% |
| YTD | -8.8% | +42.7% | -51.6% | -19.8% |
| 1Y | +39.4% | +68.0% | -28.6% | +17.2% |
| 3Y | +229.4% | +85.8% | +143.6% | +152.5% |
| All | +11.1% | +26.3% | -15.2% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling