-23.0%
AKAM vs LSCC
+99.6%
-122.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | 0.0% |
| 7D | +2.8% | +7.0% | -4.2% | +0.8% |
| 30D | -6.9% | -2.3% | -4.6% | -7.0% |
| 3M | -31.8% | -12.5% | -19.3% | -30.2% |
| 6M | -47.0% | -10.6% | -36.4% | -46.4% |
| YTD | -2.1% | +52.7% | -54.8% | -12.1% |
| 1Y | -3.7% | +74.0% | -77.7% | -16.2% |
| 3Y | -23.0% | +104.8% | -127.8% | -37.2% |
| All | -23.0% | +99.6% | -122.7% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling