+90.4%
AUR vs LSCC
+27.3%
+63.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.0% |
| 7D | +19.2% | +5.2% | +14.0% | +16.2% |
| 30D | -7.8% | -9.6% | +1.9% | -2.8% |
| 3M | +4.0% | -17.8% | +21.8% | +13.6% |
| 6M | +45.0% | +37.4% | +7.6% | +18.5% |
| YTD | +69.5% | +59.7% | +9.9% | +24.6% |
| 1Y | +13.0% | +76.2% | -63.2% | -21.5% |
| 3Y | +90.4% | +28.2% | +62.2% | +3.3% |
| All | +90.4% | +27.3% | +63.1% | +3.3% |
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 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