-23.2%
AIG vs LSCC
+10,808.2%
-10,831.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.2% |
| 7D | -0.9% | +1.3% | -2.2% | -1.2% |
| 30D | -4.9% | -9.7% | +4.8% | -3.5% |
| 3M | +4.5% | -23.7% | +28.2% | +7.6% |
| 6M | -1.4% | +26.5% | -27.9% | -7.2% |
| YTD | -9.8% | +57.5% | -67.3% | -18.5% |
| 1Y | -4.5% | +75.7% | -80.2% | -15.9% |
| 3Y | +37.4% | +19.5% | +18.0% | +22.7% |
| 5Y | +55.0% | +83.8% | -28.8% | +24.3% |
| 10Y | +63.7% | +1,772.4% | -1,708.7% | -14.8% |
| All | -23.2% | +10,808.2% | -10,831.5% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling