+803.3%
APP vs LSCC
+69.3%
+734.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.6% | +39.6% | +33.5% |
| 7D | +39.7% | -4.8% | +44.5% | +40.7% |
| 30D | +27.7% | -27.1% | +54.8% | +39.1% |
| 3M | -14.8% | -23.6% | +8.8% | -9.4% |
| 6M | -25.5% | -19.8% | -5.7% | -24.2% |
| YTD | -47.2% | +33.2% | -80.4% | -56.8% |
| 1Y | -42.3% | +55.2% | -97.5% | -55.6% |
| All | +803.3% | +69.3% | +734.0% | +447.1% |
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 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