+67.6%
AIG vs LSCC
+1,333.6%
-1,266.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +3.7% |
| 7D | +2.2% | +5.0% | -2.8% | +1.3% |
| 30D | +6.9% | -11.7% | +18.6% | +8.3% |
| 3M | +6.8% | -13.3% | +20.1% | +8.0% |
| 6M | +9.2% | -12.5% | +21.8% | +8.5% |
| YTD | -1.9% | +51.2% | -53.1% | -13.2% |
| 1Y | +9.7% | +65.9% | -56.2% | -4.9% |
| 3Y | +37.9% | +95.3% | -57.4% | +8.1% |
| 5Y | +56.8% | +38.6% | +18.2% | +24.5% |
| 10Y | +67.6% | +1,352.3% | -1,284.7% | -22.5% |
| All | +67.6% | +1,333.6% | -1,266.0% | -22.5% |
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 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