+453.5%
APH vs LSCC
+1,772.4%
-1,318.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.3% | -47.9% |
| 7D | -48.7% | -3.8% | -44.9% | -48.2% |
| 30D | -51.9% | -9.7% | -42.3% | -50.6% |
| 3M | -43.6% | -23.7% | -19.8% | -39.5% |
| 6M | -37.5% | +26.5% | -64.0% | -42.4% |
| YTD | -38.6% | +57.5% | -96.2% | -47.3% |
| 1Y | -26.3% | +75.7% | -102.0% | -39.0% |
| 3Y | +89.2% | +19.5% | +69.7% | +63.1% |
| 5Y | +119.8% | +83.8% | +36.0% | +58.8% |
| All | +453.5% | +1,772.4% | -1,318.8% | +140.1% |
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