+20.7%
AKAM vs LSCC
+1,398.6%
-1,377.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.4% | -11.8% | -5.0% |
| 7D | -7.4% | +19.3% | -26.7% | -10.7% |
| 30D | -24.9% | -9.6% | -15.3% | -23.7% |
| 3M | -27.4% | -12.4% | -15.0% | -25.8% |
| 6M | -45.6% | -10.5% | -35.2% | -45.1% |
| YTD | -8.0% | +54.8% | -62.8% | -16.8% |
| 1Y | -4.1% | +79.4% | -83.5% | -15.9% |
| 3Y | -26.9% | +109.6% | -136.5% | -40.3% |
| 5Y | -26.6% | +40.4% | -66.9% | -38.8% |
| 10Y | +20.7% | +1,379.1% | -1,358.4% | -38.4% |
| All | +20.7% | +1,398.6% | -1,377.9% | -38.4% |
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 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