+105.0%
AXP vs LSCC
+36.2%
+68.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +4.6% | +3.0% | +1.7% | +3.8% |
| 30D | +9.7% | -19.3% | +29.0% | +14.0% |
| 3M | -3.8% | -22.3% | +18.5% | +0.2% |
| 6M | +4.8% | -14.6% | +19.4% | +4.9% |
| YTD | -9.1% | +45.8% | -54.8% | -21.2% |
| 1Y | -6.7% | +69.6% | -76.3% | -22.3% |
| 3Y | +125.2% | +86.1% | +39.1% | +70.1% |
| 5Y | +105.0% | +30.7% | +74.2% | +56.9% |
| All | +105.0% | +36.2% | +68.8% | +56.9% |
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