+88.8%
APA vs LSCC
+72.9%
+15.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.1% |
| 7D | +0.5% | +1.3% | -0.8% | +0.6% |
| 30D | +23.4% | -9.7% | +33.1% | +23.2% |
| 3M | +12.7% | -23.7% | +36.4% | +13.0% |
| 6M | +39.4% | +26.5% | +12.9% | +36.1% |
| YTD | +79.0% | +57.5% | +21.4% | +63.1% |
| 1Y | +88.8% | +75.7% | +13.1% | +69.2% |
| All | +88.8% | +72.9% | +15.9% | +69.2% |
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 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