+47.1%
APO vs LSCC
+81.4%
-34.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | -2.0% |
| 7D | +0.8% | +13.0% | -12.2% | -2.1% |
| 30D | +1.0% | -19.8% | +20.9% | +5.5% |
| 3M | -8.4% | -18.4% | +10.0% | -5.3% |
| 6M | -9.1% | -16.1% | +7.0% | -8.6% |
| YTD | -18.3% | +42.7% | -61.1% | -30.5% |
| 1Y | -8.0% | +68.0% | -76.0% | -25.6% |
| 3Y | +47.1% | +85.8% | -38.8% | +7.9% |
| All | +47.1% | +81.4% | -34.3% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling