+23.9%
APA vs LSCC
+69.3%
-45.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.6% | +6.3% | -0.9% |
| 7D | -15.6% | -4.8% | -10.8% | -15.2% |
| 30D | -0.9% | -27.1% | +26.2% | +4.0% |
| 3M | +26.1% | -23.6% | +49.7% | +30.6% |
| 6M | +6.1% | -19.8% | +25.9% | +6.2% |
| YTD | +82.8% | +33.2% | +49.6% | +54.3% |
| 1Y | +106.5% | +55.2% | +51.2% | +65.6% |
| All | +23.9% | +69.3% | -45.4% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling