+15.1%
AGG vs LSCC
+1,833.8%
-1,818.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -0.2% | +1.4% | -1.5% | -0.2% |
| 30D | -0.2% | -10.0% | +9.8% | -0.2% |
| 3M | -0.7% | -16.1% | +15.4% | -0.6% |
| 6M | -1.8% | +27.4% | -29.1% | -2.0% |
| YTD | -0.6% | +56.9% | -57.5% | -1.0% |
| 1Y | +0.4% | +74.6% | -74.2% | -0.2% |
| 3Y | +13.2% | +26.0% | -12.8% | +12.7% |
| 5Y | -2.0% | +86.1% | -88.1% | -3.0% |
| 10Y | +15.1% | +1,830.6% | -1,815.5% | +14.1% |
| All | +15.1% | +1,833.8% | -1,818.8% | +14.1% |
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