-4.3%
AKAM vs LSCC
+83.9%
-88.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.8% | +0.8% |
| 7D | +0.9% | +14.5% | -13.6% | -2.9% |
| 30D | -14.7% | -0.1% | -14.7% | -15.2% |
| 3M | -25.7% | -2.7% | -23.0% | -25.8% |
| 6M | -43.4% | -4.8% | -38.6% | -43.3% |
| YTD | -0.7% | +66.9% | -67.5% | -4.3% |
| 1Y | -4.3% | +85.8% | -90.2% | -7.4% |
| All | -4.3% | +83.9% | -88.3% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling