+220.1%
AZN vs LSCC
+1,833.8%
-1,613.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | -3.1% | -10.0% | +7.0% | -2.3% |
| 3M | -14.4% | -16.1% | +1.6% | -13.7% |
| 6M | -19.5% | +27.4% | -46.9% | -22.6% |
| YTD | -13.8% | +56.9% | -70.7% | -18.9% |
| 1Y | -2.4% | +74.6% | -77.0% | -9.5% |
| 3Y | +21.3% | +26.0% | -4.7% | +13.0% |
| 5Y | +53.6% | +86.1% | -32.5% | +32.5% |
| 10Y | +220.1% | +1,830.6% | -1,610.5% | +120.9% |
| All | +220.1% | +1,833.8% | -1,613.7% | +120.9% |
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 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