+94.2%
APA vs LSCC
+68.2%
+26.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +3.2% |
| 7D | -15.5% | +13.0% | -28.5% | -14.6% |
| 30D | +2.4% | -19.8% | +22.2% | +1.2% |
| 3M | +22.8% | -18.4% | +41.2% | +21.9% |
| 6M | +17.9% | -16.1% | +34.1% | +18.4% |
| YTD | +87.7% | +42.7% | +45.0% | +72.8% |
| 1Y | +94.2% | +68.0% | +26.2% | +65.4% |
| All | +94.2% | +68.2% | +26.0% | +65.4% |
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