-35.0%
AUR vs LSCC
+131.2%
-166.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.9% |
| 7D | +11.1% | +1.4% | +9.7% | +10.2% |
| 30D | -6.9% | -10.0% | +3.2% | -1.0% |
| 3M | +5.5% | -16.1% | +21.6% | +14.9% |
| 6M | +41.0% | +27.4% | +13.6% | +17.0% |
| YTD | +69.3% | +56.9% | +12.4% | +20.6% |
| 1Y | +14.0% | +74.6% | -60.5% | -24.3% |
| 3Y | +90.1% | +26.0% | +64.1% | +40.6% |
| 5Y | -34.4% | +86.1% | -120.5% | -64.3% |
| All | -35.0% | +131.2% | -166.2% | -64.5% |
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 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