+446.2%
APP vs LSCC
+95.4%
+350.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.6% | +39.6% | +34.6% |
| 7D | +39.7% | -4.8% | +44.5% | +41.2% |
| 30D | +27.7% | -27.1% | +54.8% | +43.8% |
| 3M | -14.8% | -23.6% | +8.8% | -7.3% |
| 6M | -25.5% | -19.8% | -5.7% | -23.8% |
| YTD | -47.2% | +33.2% | -80.4% | -59.4% |
| 1Y | -42.3% | +55.2% | -97.5% | -58.9% |
| 3Y | +806.8% | +70.1% | +736.7% | +433.9% |
| 5Y | +261.6% | +19.5% | +242.1% | +110.9% |
| All | +446.2% | +95.4% | +350.8% | +182.2% |
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