-1.1%
AGG vs LSCC
+26.3%
-27.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -0.1% |
| 7D | +0.2% | +13.0% | -12.8% | 0.0% |
| 30D | +2.4% | -19.8% | +22.2% | +2.6% |
| 3M | -0.2% | -18.4% | +18.2% | 0.0% |
| 6M | -1.0% | -16.1% | +15.1% | -0.9% |
| YTD | -0.4% | +42.7% | -43.1% | -1.0% |
| 1Y | -0.1% | +68.0% | -68.1% | -0.9% |
| 3Y | +15.3% | +85.8% | -70.6% | +13.5% |
| All | -1.1% | +26.3% | -27.5% | -4.2% |
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 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