+54.5%
AZN vs LSCC
+85.6%
-31.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -1.5% | +5.2% | -6.7% | -1.9% |
| 30D | -0.9% | -9.6% | +8.8% | -0.2% |
| 3M | -11.8% | -17.8% | +5.9% | -11.0% |
| 6M | -17.6% | +37.4% | -55.0% | -21.2% |
| YTD | -12.0% | +59.7% | -71.7% | -17.1% |
| 1Y | -0.9% | +76.2% | -77.1% | -7.7% |
| 3Y | +23.7% | +28.2% | -4.5% | +16.0% |
| 5Y | +54.5% | +87.2% | -32.7% | +32.9% |
| All | +54.5% | +85.6% | -31.1% | +32.9% |
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