-11.1%
AXP vs LSCC
+69.4%
-80.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.1% |
| 7D | -0.6% | +5.0% | -5.7% | -0.9% |
| 30D | +5.0% | -11.7% | +16.7% | +5.6% |
| 3M | -4.2% | -13.3% | +9.1% | -3.7% |
| 6M | +2.9% | -12.5% | +15.5% | +2.1% |
| YTD | -11.6% | +51.2% | -62.8% | -22.0% |
| 1Y | -11.1% | +65.9% | -77.0% | -24.7% |
| All | -11.1% | +69.4% | -80.5% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling