-34.2%
AUR vs LSCC
+85.6%
-119.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +1.9% |
| 7D | +19.2% | +5.2% | +14.0% | +15.8% |
| 30D | -7.8% | -9.6% | +1.9% | -2.1% |
| 3M | +4.0% | -17.8% | +21.8% | +14.8% |
| 6M | +45.0% | +37.4% | +7.6% | +14.0% |
| YTD | +69.5% | +59.7% | +9.9% | +18.1% |
| 1Y | +13.0% | +76.2% | -63.2% | -26.4% |
| 3Y | +90.4% | +28.2% | +62.2% | +38.2% |
| 5Y | -34.2% | +87.2% | -121.4% | -64.2% |
| All | -34.2% | +85.6% | -119.8% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling