-47.0%
APTV vs LSCC
+81.4%
-128.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.6% | -5.1% |
| 7D | -10.2% | +13.0% | -23.2% | -13.1% |
| 30D | -10.8% | -19.8% | +9.0% | -6.6% |
| 3M | -14.8% | -18.4% | +3.6% | -11.6% |
| 6M | -30.6% | -16.1% | -14.5% | -29.7% |
| YTD | -48.2% | +42.7% | -90.9% | -55.4% |
| 1Y | -52.0% | +68.0% | -120.0% | -60.7% |
| 3Y | -47.0% | +85.8% | -132.9% | -62.4% |
| All | -47.0% | +81.4% | -128.4% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling