-57.9%
AUR vs LSCC
+125.0%
-182.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -0.1% |
| 7D | -4.5% | +7.0% | -11.5% | -8.5% |
| 30D | -16.6% | -2.3% | -14.3% | -17.2% |
| 3M | -38.5% | -12.5% | -25.9% | -35.4% |
| 6M | -49.9% | -10.6% | -39.3% | -49.5% |
| YTD | +9.6% | +52.7% | -43.1% | -22.9% |
| 1Y | +1.2% | +74.0% | -72.8% | -34.4% |
| 3Y | +128.8% | +104.8% | +24.0% | +22.8% |
| 5Y | -57.9% | +36.2% | -94.1% | -77.5% |
| All | -57.9% | +125.0% | -182.9% | -77.3% |
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