+6,610.0%
AXP vs LSCC
+10,808.2%
-4,198.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.5% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -6.5% | -9.7% | +3.1% | -4.9% |
| 3M | +4.6% | -23.7% | +28.4% | +8.8% |
| 6M | +5.4% | +26.5% | -21.1% | -1.5% |
| YTD | -11.1% | +57.5% | -68.6% | -21.0% |
| 1Y | -0.3% | +75.7% | -76.0% | -13.7% |
| 3Y | +111.6% | +19.5% | +92.1% | +88.1% |
| 5Y | +117.6% | +83.8% | +33.8% | +72.3% |
| 10Y | +474.1% | +1,772.4% | -1,298.3% | +180.2% |
| All | +6,610.0% | +10,808.2% | -4,198.2% | +1,637.9% |
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 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