+96.7%
AKAM vs LSCC
+1,766.3%
-1,669.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | -2.1% | +1.3% | -3.4% | -2.3% |
| 30D | -13.9% | -9.7% | -4.3% | -12.3% |
| 3M | -33.8% | -23.7% | -10.1% | -30.9% |
| 6M | +2.2% | +26.5% | -24.3% | -2.6% |
| YTD | +20.6% | +57.5% | -36.9% | +9.6% |
| 1Y | +36.3% | +75.7% | -39.4% | +20.9% |
| 3Y | -0.1% | +19.5% | -19.6% | -9.8% |
| 5Y | -7.5% | +83.8% | -91.3% | -25.4% |
| All | +96.7% | +1,766.3% | -1,669.7% | +8.7% |
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