+6,763.5%
AXP vs LSCC
+9,994.1%
-3,230.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.6% |
| 3M | -3.8% | -22.3% | +18.5% | -0.2% |
| 6M | +4.8% | -14.6% | +19.4% | +5.2% |
| YTD | -9.1% | +45.8% | -54.8% | -18.7% |
| 1Y | -6.7% | +69.6% | -76.3% | -19.1% |
| 3Y | +125.2% | +86.1% | +39.1% | +83.4% |
| 5Y | +105.0% | +30.7% | +74.2% | +71.8% |
| 10Y | +481.5% | +1,283.9% | -802.4% | +198.4% |
| All | +6,763.5% | +9,994.1% | -3,230.7% | +1,687.4% |
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