+97.3%
AGG vs LSCC
+1,639.0%
-1,541.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | 0.0% |
| 7D | -0.6% | +14.5% | -15.0% | -0.5% |
| 30D | +1.6% | -0.1% | +1.7% | +1.6% |
| 3M | -0.5% | -2.7% | +2.2% | -0.5% |
| 6M | -1.1% | -4.8% | +3.7% | -1.1% |
| YTD | -0.7% | +66.9% | -67.6% | -0.7% |
| 1Y | -0.7% | +85.8% | -86.5% | -0.6% |
| 3Y | +14.5% | +115.6% | -101.1% | +14.7% |
| 5Y | -0.9% | +48.8% | -49.7% | -0.9% |
| 10Y | +17.1% | +1,490.3% | -1,473.2% | +19.2% |
| All | +97.3% | +1,639.0% | -1,541.6% | +104.5% |
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