-28.3%
APTV vs LSCC
+1,351.6%
-1,379.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.7% |
| 7D | -1.7% | +7.0% | -8.7% | -4.4% |
| 30D | -11.6% | -2.3% | -9.3% | -12.5% |
| 3M | -21.2% | -12.5% | -8.7% | -19.6% |
| 6M | -28.5% | -10.6% | -17.9% | -29.5% |
| YTD | -49.1% | +52.7% | -101.8% | -59.7% |
| 1Y | -52.2% | +74.0% | -126.2% | -64.1% |
| 3Y | -48.6% | +104.8% | -153.4% | -67.3% |
| 5Y | -77.3% | +36.2% | -113.5% | -84.2% |
| All | -28.3% | +1,351.6% | -1,379.9% | -77.5% |
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