+11.2%
APD vs LSCC
+20.0%
-8.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.1% |
| 7D | -2.2% | +1.3% | -3.5% | -2.3% |
| 30D | +2.1% | -9.7% | +11.8% | +2.9% |
| 3M | +7.2% | -23.7% | +30.9% | +9.1% |
| 6M | +11.2% | +26.5% | -15.2% | +6.9% |
| YTD | +24.4% | +57.5% | -33.1% | +16.1% |
| 1Y | +6.7% | +75.7% | -69.0% | -2.1% |
| All | +11.2% | +20.0% | -8.8% | +2.4% |
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 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