+159.8%
AUR vs LSCC
+104.5%
+55.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.4% | -3.0% | +1.1% |
| 7D | +9.9% | +19.3% | -9.4% | -0.3% |
| 30D | -20.2% | -9.6% | -10.6% | -17.0% |
| 3M | -34.1% | -12.4% | -21.7% | -30.8% |
| 6M | -34.3% | -10.5% | -23.9% | -33.5% |
| YTD | +21.1% | +54.8% | -33.7% | -13.5% |
| 1Y | +7.6% | +79.4% | -71.7% | -29.7% |
| 3Y | +159.8% | +109.6% | +50.2% | +30.7% |
| All | +159.8% | +104.5% | +55.3% | +30.7% |
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