+32.4%
AKAM vs LSCC
+1,498.6%
-1,466.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.8% | +1.5% |
| 7D | +0.9% | +14.5% | -13.6% | -1.9% |
| 30D | -14.7% | -0.1% | -14.7% | -15.1% |
| 3M | -25.7% | -2.7% | -23.0% | -25.7% |
| 6M | -43.4% | -4.8% | -38.6% | -43.5% |
| YTD | -0.7% | +66.9% | -67.5% | -11.5% |
| 1Y | -4.3% | +85.8% | -90.2% | -16.7% |
| 3Y | -21.7% | +115.6% | -137.3% | -36.6% |
| 5Y | -20.7% | +48.8% | -69.5% | -34.7% |
| 10Y | +32.4% | +1,490.3% | -1,457.8% | -33.5% |
| All | +32.4% | +1,498.6% | -1,466.1% | -33.5% |
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