+35.5%
AIG vs LSCC
+104.5%
-69.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.0% | +2.1% |
| 7D | -3.4% | +19.3% | -22.7% | -4.1% |
| 30D | +3.4% | -9.6% | +13.0% | +3.8% |
| 3M | +1.7% | -12.4% | +14.2% | +2.3% |
| 6M | +5.7% | -10.5% | +16.1% | +5.2% |
| YTD | -5.1% | +54.8% | -59.9% | -10.3% |
| 1Y | +6.1% | +79.4% | -73.3% | -1.3% |
| 3Y | +35.5% | +109.6% | -74.1% | +21.3% |
| All | +35.5% | +104.5% | -69.1% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling