+97.4%
AKAM vs LSCC
+1,791.9%
-1,694.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -0.8% | +5.2% | -6.0% | -1.7% |
| 30D | -4.5% | -9.6% | +5.2% | -2.7% |
| 3M | -25.6% | -17.8% | -7.8% | -23.3% |
| 6M | +5.7% | +37.4% | -31.7% | -0.6% |
| YTD | +21.0% | +59.7% | -38.6% | +9.7% |
| 1Y | +33.9% | +76.2% | -42.3% | +18.7% |
| 3Y | +0.9% | +28.2% | -27.3% | -9.9% |
| 5Y | -6.9% | +87.2% | -94.1% | -25.1% |
| 10Y | +97.4% | +1,795.0% | -1,697.6% | +8.8% |
| All | +97.4% | +1,791.9% | -1,694.5% | +8.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling