+857.2%
APO vs LSCC
+1,244.7%
-387.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | -2.5% |
| 7D | +0.8% | +13.0% | -12.2% | -3.1% |
| 30D | +1.0% | -19.8% | +20.9% | +6.5% |
| 3M | -8.4% | -18.4% | +10.0% | -4.7% |
| 6M | -9.1% | -16.1% | +7.0% | -8.4% |
| YTD | -18.3% | +42.7% | -61.1% | -31.7% |
| 1Y | -8.0% | +68.0% | -76.0% | -27.1% |
| 3Y | +47.1% | +85.8% | -38.8% | +4.2% |
| 5Y | +67.2% | +28.0% | +39.1% | +24.6% |
| All | +857.2% | +1,244.7% | -387.5% | +285.0% |
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