-42.8%
AKAM vs LSCC
+537.7%
-580.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.1% | -0.4% | +3.9% |
| 7D | -10.4% | +13.0% | -23.3% | -14.9% |
| 30D | -20.6% | -19.8% | -0.7% | -13.8% |
| 3M | -29.9% | -18.4% | -11.5% | -24.7% |
| 6M | -31.9% | -16.1% | -15.8% | -28.9% |
| YTD | -4.8% | +42.7% | -47.5% | -22.7% |
| 1Y | +13.8% | +68.0% | -54.2% | -14.2% |
| 3Y | -23.4% | +85.8% | -109.2% | -51.3% |
| 5Y | -22.6% | +28.0% | -50.6% | -49.7% |
| 10Y | +26.3% | +1,255.1% | -1,228.8% | -79.4% |
| All | -42.8% | +537.7% | -580.5% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling