-20.0%
APTV vs LSCC
+1,791.9%
-1,811.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -5.1% |
| 7D | +2.0% | +5.2% | -3.2% | +0.2% |
| 30D | -7.7% | -9.6% | +1.9% | -4.7% |
| 3M | -34.0% | -17.8% | -16.2% | -31.0% |
| 6M | -37.1% | +37.4% | -74.5% | -46.0% |
| YTD | -39.9% | +59.7% | -99.6% | -51.8% |
| 1Y | -44.4% | +76.2% | -120.7% | -57.6% |
| 3Y | -54.5% | +28.2% | -82.7% | -64.2% |
| 5Y | -69.1% | +87.2% | -156.3% | -80.2% |
| 10Y | -20.0% | +1,795.0% | -1,815.0% | -73.3% |
| All | -20.0% | +1,791.9% | -1,811.9% | -73.3% |
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