+848.7%
APA vs LSCC
+10,808.2%
-9,959.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +23.4% | -9.7% | +33.1% | +25.2% |
| 3M | +12.7% | -23.7% | +36.4% | +16.2% |
| 6M | +39.4% | +26.5% | +12.9% | +30.5% |
| YTD | +79.0% | +57.5% | +21.4% | +60.8% |
| 1Y | +88.8% | +75.7% | +13.1% | +66.0% |
| 3Y | +6.4% | +19.5% | -13.1% | -3.7% |
| 5Y | +153.0% | +83.8% | +69.2% | +109.1% |
| 10Y | +7.5% | +1,772.4% | -1,764.8% | -36.1% |
| All | +848.7% | +10,808.2% | -9,959.5% | +295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling