+428.4%
AXP vs LSCC
+1,333.6%
-905.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.3% |
| 7D | -0.6% | +5.0% | -5.7% | -2.0% |
| 30D | +5.0% | -11.7% | +16.7% | +7.1% |
| 3M | -4.2% | -13.3% | +9.1% | -2.5% |
| 6M | +2.9% | -12.5% | +15.5% | +2.5% |
| YTD | -11.6% | +51.2% | -62.8% | -24.9% |
| 1Y | -11.1% | +65.9% | -77.0% | -26.4% |
| 3Y | +116.7% | +95.3% | +21.4% | +59.9% |
| 5Y | +89.6% | +38.6% | +51.0% | +43.1% |
| 10Y | +428.4% | +1,352.3% | -924.0% | +112.7% |
| All | +428.4% | +1,333.6% | -905.2% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling