+391.7%
APP vs LSCC
+131.0%
+260.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.3% |
| 30D | -23.3% | -9.7% | -13.6% | -20.1% |
| 3M | -42.6% | -23.7% | -18.9% | -37.0% |
| 6M | -33.6% | +26.5% | -60.1% | -44.5% |
| YTD | -52.4% | +57.5% | -109.9% | -65.0% |
| 1Y | -35.9% | +75.7% | -111.6% | -55.9% |
| 3Y | +642.2% | +19.5% | +622.7% | +466.3% |
| 5Y | +311.1% | +83.8% | +227.3% | +118.8% |
| All | +391.7% | +131.0% | +260.7% | +143.3% |
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 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