-36.6%
AUR vs LSCC
+132.1%
-168.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.8% |
| 7D | +8.7% | +1.3% | +7.4% | +8.0% |
| 30D | -5.2% | -9.7% | +4.4% | +0.5% |
| 3M | -7.3% | -23.7% | +16.4% | +6.4% |
| 6M | +41.2% | +26.5% | +14.7% | +17.3% |
| YTD | +65.1% | +57.5% | +7.6% | +17.4% |
| 1Y | +13.4% | +75.7% | -62.3% | -25.0% |
| 3Y | +98.1% | +19.5% | +78.7% | +52.0% |
| 5Y | -36.0% | +83.8% | -119.8% | -65.2% |
| All | -36.6% | +132.1% | -168.7% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling