+27.2%
APA vs LSCC
+81.4%
-54.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +1.5% |
| 7D | -15.5% | +13.0% | -28.5% | -17.4% |
| 30D | +2.4% | -19.8% | +22.2% | +5.8% |
| 3M | +22.8% | -18.4% | +41.2% | +25.8% |
| 6M | +17.9% | -16.1% | +34.1% | +17.4% |
| YTD | +87.7% | +42.7% | +45.0% | +56.6% |
| 1Y | +94.2% | +68.0% | +26.2% | +53.5% |
| 3Y | +27.2% | +85.8% | -58.6% | -15.0% |
| All | +27.2% | +81.4% | -54.2% | -15.0% |
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