+788.4%
AU vs LSCC
+1,498.6%
-710.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.6% |
| 7D | -3.6% | +1.3% | -5.0% | -3.8% |
| 30D | +23.9% | -9.7% | +33.6% | +25.2% |
| 3M | +19.1% | -23.7% | +42.8% | +22.2% |
| 6M | -0.2% | +26.5% | -26.6% | -3.1% |
| YTD | +32.5% | +57.5% | -25.1% | +25.6% |
| 1Y | +96.9% | +75.7% | +21.3% | +84.4% |
| 3Y | +614.7% | +19.5% | +595.3% | +575.5% |
| 5Y | +647.7% | +83.8% | +563.9% | +560.3% |
| 10Y | +679.2% | +1,772.4% | -1,093.2% | +418.5% |
| All | +788.4% | +1,498.6% | -710.2% | +421.2% |
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