+63.5%
AIG vs LSCC
+1,847.8%
-1,784.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -2.9% | -9.5% | +6.5% | -1.5% |
| 3M | +0.8% | -13.8% | +14.6% | +2.0% |
| 6M | -2.7% | +24.5% | -27.1% | -8.7% |
| YTD | -11.2% | +55.1% | -66.3% | -20.6% |
| 1Y | -1.5% | +72.5% | -74.0% | -14.3% |
| 3Y | +34.4% | +24.5% | +9.8% | +18.0% |
| 5Y | +54.4% | +81.8% | -27.4% | +17.3% |
| All | +63.5% | +1,847.8% | -1,784.3% | -19.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling