+51.9%
AIG vs LSCC
+36.6%
+15.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.0% | +1.6% |
| 7D | -3.4% | +19.3% | -22.7% | -5.2% |
| 30D | +3.4% | -9.6% | +13.0% | +4.1% |
| 3M | +1.7% | -12.4% | +14.2% | +2.5% |
| 6M | +5.7% | -10.5% | +16.1% | +4.9% |
| YTD | -5.1% | +54.8% | -59.9% | -13.3% |
| 1Y | +6.1% | +79.4% | -73.3% | -5.3% |
| 3Y | +35.5% | +109.6% | -74.1% | +11.2% |
| 5Y | +51.9% | +40.4% | +11.6% | +18.1% |
| All | +51.9% | +36.6% | +15.4% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling