-23.5%
AKAM vs LSCC
+26.3%
-49.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.1% | -0.4% | +5.2% |
| 7D | -10.4% | +13.0% | -23.3% | -12.7% |
| 30D | -20.6% | -19.8% | -0.7% | -17.0% |
| 3M | -29.9% | -18.4% | -11.5% | -27.1% |
| 6M | -31.9% | -16.1% | -15.8% | -30.0% |
| YTD | -4.8% | +42.7% | -47.5% | -12.5% |
| 1Y | +13.8% | +68.0% | -54.2% | +1.1% |
| 3Y | -23.4% | +85.8% | -109.2% | -36.3% |
| All | -23.5% | +26.3% | -49.9% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling