+316.8%
APP vs LSCC
+113.7%
+203.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.4% | +10.1% |
| 7D | +4.5% | +3.0% | +1.6% | +3.4% |
| 30D | -3.6% | -19.3% | +15.6% | +5.0% |
| 3M | -35.3% | -22.3% | -13.0% | -29.3% |
| 6M | -42.8% | -14.6% | -28.2% | -42.3% |
| YTD | -59.7% | +45.8% | -105.4% | -69.8% |
| 1Y | -55.4% | +69.6% | -125.0% | -69.1% |
| 3Y | +592.0% | +86.1% | +505.9% | +296.6% |
| 5Y | +175.7% | +30.7% | +145.0% | +56.6% |
| All | +316.8% | +113.7% | +203.1% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling