+664.4%
AU vs LSCC
+1,434.5%
-770.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.2% | -5.3% |
| 7D | +15.3% | +5.0% | +10.2% | +14.6% |
| 30D | -0.3% | -11.7% | +11.4% | +0.9% |
| 3M | -2.9% | -13.3% | +10.4% | -1.6% |
| 6M | -10.7% | -12.5% | +1.8% | -9.9% |
| YTD | +14.0% | +51.2% | -37.2% | +8.3% |
| 1Y | +32.5% | +65.9% | -33.4% | +24.7% |
| 3Y | +557.9% | +95.3% | +462.6% | +492.4% |
| 5Y | +441.0% | +38.6% | +402.4% | +391.0% |
| 10Y | +816.9% | +1,352.3% | -535.4% | +526.7% |
| All | +664.4% | +1,434.5% | -770.1% | +349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling