+12.8%
APD vs LSCC
+18.7%
-5.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.6% | +5.7% | -1.9% |
| 7D | -0.7% | -4.8% | +4.1% | -0.3% |
| 30D | +10.1% | -27.1% | +37.2% | +14.1% |
| 3M | +4.9% | -23.6% | +28.5% | +7.7% |
| 6M | +2.5% | -19.8% | +22.3% | +3.3% |
| YTD | +27.8% | +33.2% | -5.4% | +18.0% |
| 1Y | +32.9% | +55.2% | -22.4% | +19.6% |
| 3Y | +13.4% | +70.1% | -56.7% | -4.9% |
| 5Y | +12.8% | +19.5% | -6.7% | -10.7% |
| All | +12.8% | +18.7% | -5.9% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling