+6.1%
APA vs LSCC
+1,351.6%
-1,345.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +3.2% |
| 7D | +8.5% | +7.0% | +1.6% | +6.0% |
| 30D | +2.8% | -2.3% | +5.1% | +1.9% |
| 3M | +21.7% | -12.5% | +34.2% | +23.3% |
| 6M | +32.6% | -10.6% | +43.2% | +29.0% |
| YTD | +103.7% | +52.7% | +51.0% | +58.8% |
| 1Y | +101.8% | +74.0% | +27.8% | +49.8% |
| 3Y | +48.1% | +104.8% | -56.7% | -5.5% |
| 5Y | +91.9% | +36.2% | +55.6% | +29.6% |
| All | +6.1% | +1,351.6% | -1,345.4% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling