+565.6%
AU vs LSCC
+104.5%
+461.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.4% | -1.6% | +5.0% |
| 7D | +20.8% | +19.3% | +1.5% | +15.9% |
| 30D | +5.5% | -9.6% | +15.2% | +7.3% |
| 3M | +3.9% | -12.4% | +16.3% | +6.0% |
| 6M | -5.4% | -10.5% | +5.0% | -4.7% |
| YTD | +20.7% | +54.8% | -34.1% | +10.8% |
| 1Y | +49.8% | +79.4% | -29.6% | +35.0% |
| 3Y | +565.6% | +109.6% | +456.1% | +478.5% |
| All | +565.6% | +104.5% | +461.1% | +478.5% |
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 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