-23.4%
AKAM vs LSCC
+81.4%
-104.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.1% | -0.4% | +5.0% |
| 7D | -10.4% | +13.0% | -23.3% | -13.0% |
| 30D | -20.6% | -19.8% | -0.7% | -16.6% |
| 3M | -29.9% | -18.4% | -11.5% | -26.9% |
| 6M | -31.9% | -16.1% | -15.8% | -29.8% |
| YTD | -4.8% | +42.7% | -47.5% | -12.8% |
| 1Y | +13.8% | +68.0% | -54.2% | +0.3% |
| 3Y | -23.4% | +85.8% | -109.2% | -36.1% |
| All | -23.4% | +81.4% | -104.8% | -36.1% |
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