-54.0%
AUR vs LSCC
+145.8%
-199.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.4% | -9.3% | -4.7% |
| 7D | +12.7% | +14.5% | -1.7% | +3.9% |
| 30D | -18.7% | -0.1% | -18.7% | -20.2% |
| 3M | -33.8% | -2.7% | -31.2% | -34.6% |
| 6M | -36.6% | -4.8% | -31.8% | -38.4% |
| YTD | +19.8% | +66.9% | -47.1% | -19.9% |
| 1Y | +8.0% | +85.8% | -77.9% | -32.5% |
| 3Y | +153.4% | +115.6% | +37.9% | +32.4% |
| 5Y | -54.0% | +48.8% | -102.8% | -76.6% |
| All | -54.0% | +145.8% | -199.8% | -76.4% |
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