+193.1%
APD vs LSCC
+1,351.6%
-1,158.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.0% |
| 7D | +3.8% | +7.0% | -3.1% | +2.6% |
| 30D | +8.2% | -2.3% | +10.5% | +7.8% |
| 3M | +4.3% | -12.5% | +16.8% | +5.3% |
| 6M | +4.7% | -10.6% | +15.3% | +3.9% |
| YTD | +31.5% | +52.7% | -21.1% | +17.2% |
| 1Y | +23.5% | +74.0% | -50.4% | +7.4% |
| 3Y | +29.1% | +104.8% | -75.7% | +2.6% |
| 5Y | +15.9% | +36.2% | -20.4% | -5.4% |
| All | +193.1% | +1,351.6% | -1,158.4% | +44.9% |
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