+3.9%
APH vs LSCC
+55.0%
-51.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.6% | -0.7% | -6.0% |
| 7D | -12.7% | -4.8% | -7.9% | -11.1% |
| 30D | -19.2% | -27.1% | +7.9% | -9.5% |
| 3M | -16.7% | -23.6% | +6.9% | -8.5% |
| 6M | +5.1% | -19.8% | +25.0% | +12.9% |
| YTD | +6.6% | +33.2% | -26.7% | -8.4% |
| 1Y | +3.9% | +55.2% | -51.3% | -15.6% |
| All | +3.9% | +55.0% | -51.1% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling