-0.9%
APA vs LSCC
+1,398.6%
-1,399.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.4% | -8.6% | -2.7% |
| 7D | -8.7% | +19.3% | -28.1% | -13.9% |
| 30D | -2.4% | -9.6% | +7.2% | -0.8% |
| 3M | +19.0% | -12.4% | +31.4% | +20.7% |
| 6M | +26.8% | -10.5% | +37.3% | +23.7% |
| YTD | +87.3% | +54.8% | +32.6% | +45.8% |
| 1Y | +92.3% | +79.4% | +12.9% | +41.5% |
| 3Y | +37.3% | +109.6% | -72.3% | -12.9% |
| 5Y | +73.2% | +40.4% | +32.8% | +16.0% |
| 10Y | -0.9% | +1,379.1% | -1,380.0% | -70.1% |
| All | -0.9% | +1,398.6% | -1,399.4% | -70.1% |
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 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