+1,059.7%
APH vs LSCC
+1,772.4%
-712.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | +5.0% | +1.3% | +3.6% | +4.5% |
| 30D | -3.9% | -9.7% | +5.8% | -1.1% |
| 3M | +13.0% | -23.7% | +36.7% | +21.1% |
| 6M | +25.2% | +26.5% | -1.3% | +15.4% |
| YTD | +22.9% | +57.5% | -34.6% | +5.6% |
| 1Y | +47.8% | +75.7% | -27.8% | +22.6% |
| 3Y | +283.0% | +19.5% | +263.6% | +230.4% |
| 5Y | +349.7% | +83.8% | +265.9% | +225.1% |
| All | +1,059.7% | +1,772.4% | -712.6% | +403.6% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling