-1.4%
AGG vs LSCC
+85.6%
-87.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | +0.1% | +5.2% | -5.1% | +0.1% |
| 30D | -0.4% | -9.6% | +9.3% | -0.3% |
| 3M | -0.3% | -17.8% | +17.5% | -0.1% |
| 6M | -1.2% | +37.4% | -38.7% | -1.7% |
| YTD | -0.4% | +59.7% | -60.0% | -1.1% |
| 1Y | +0.4% | +76.2% | -75.8% | -0.5% |
| 3Y | +13.4% | +28.2% | -14.8% | +12.8% |
| 5Y | -1.4% | +87.2% | -88.6% | -4.2% |
| All | -1.4% | +85.6% | -87.1% | -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