-25.1%
APTV vs LSCC
+1,398.6%
-1,423.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.4% | -7.3% | -1.7% |
| 7D | -9.8% | +19.3% | -29.1% | -15.8% |
| 30D | -8.9% | -9.6% | +0.8% | -7.1% |
| 3M | -19.5% | -12.4% | -7.0% | -17.7% |
| 6M | -31.1% | -10.5% | -20.7% | -31.9% |
| YTD | -47.5% | +54.8% | -102.3% | -58.6% |
| 1Y | -52.3% | +79.4% | -131.7% | -64.5% |
| 3Y | -45.2% | +109.6% | -154.8% | -65.3% |
| 5Y | -76.9% | +40.4% | -117.2% | -84.0% |
| 10Y | -25.1% | +1,379.1% | -1,404.2% | -76.3% |
| All | -25.1% | +1,398.6% | -1,423.6% | -76.3% |
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 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