+6,279.4%
APD vs LSCC
+9,994.1%
-3,714.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +3.8% | +3.0% | +0.8% | +3.2% |
| 30D | +14.1% | -19.3% | +33.4% | +16.8% |
| 3M | +8.2% | -22.3% | +30.5% | +10.9% |
| 6M | +7.5% | -14.6% | +22.1% | +7.8% |
| YTD | +31.7% | +45.8% | -14.1% | +21.9% |
| 1Y | +35.1% | +69.6% | -34.5% | +22.4% |
| 3Y | +16.8% | +86.1% | -69.3% | +0.7% |
| 5Y | +19.4% | +30.7% | -11.4% | +4.6% |
| 10Y | +203.5% | +1,283.9% | -1,080.4% | +88.6% |
| All | +6,279.4% | +9,994.1% | -3,714.7% | +2,264.9% |
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 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