+445.6%
AG vs LSCC
+1,653.4%
-1,207.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.5% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | +19.2% | -9.7% | +28.8% | +22.2% |
| 3M | +6.2% | -23.7% | +29.9% | +13.2% |
| 6M | -26.7% | +26.5% | -53.2% | -31.5% |
| YTD | +26.1% | +57.5% | -31.4% | +11.1% |
| 1Y | +131.7% | +75.7% | +56.0% | +98.6% |
| 3Y | +255.3% | +19.5% | +235.9% | +215.3% |
| 5Y | +61.9% | +83.8% | -21.8% | +23.3% |
| 10Y | +72.0% | +1,772.4% | -1,700.3% | -33.1% |
| All | +445.6% | +1,653.4% | -1,207.8% | +31.2% |
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