+63.5%
AIG vs LSCC
+1,870.1%
-1,806.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | -3.3% | -10.0% | +6.7% | -1.8% |
| 3M | +2.2% | -16.1% | +18.2% | +3.9% |
| 6M | -2.1% | +27.4% | -29.5% | -8.6% |
| YTD | -11.2% | +56.9% | -68.1% | -20.7% |
| 1Y | -2.1% | +74.6% | -76.7% | -15.0% |
| 3Y | +34.4% | +26.0% | +8.4% | +17.8% |
| 5Y | +53.7% | +86.1% | -32.4% | +16.2% |
| All | +63.5% | +1,870.1% | -1,806.6% | -19.4% |
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