-42.8%
APP vs LSCC
-12.1%
-30.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.4% | +10.5% |
| 7D | +4.5% | +3.0% | +1.6% | +3.8% |
| 30D | -3.6% | -19.3% | +15.6% | -2.7% |
| 3M | -35.3% | -22.3% | -13.0% | -34.5% |
| 6M | -42.8% | -14.6% | -28.2% | -38.3% |
| All | -42.8% | -12.1% | -30.7% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling