+288.6%
AZO vs LSCC
+1,943.7%
-1,655.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.6% |
| 7D | -3.6% | +3.3% | -6.9% | -3.8% |
| 30D | -5.6% | -7.4% | +1.8% | -5.1% |
| 3M | -6.6% | -16.2% | +9.5% | -5.8% |
| 6M | -22.5% | +31.9% | -54.4% | -25.5% |
| YTD | -15.2% | +62.8% | -77.9% | -20.2% |
| 1Y | -33.9% | +81.4% | -115.3% | -38.8% |
| 3Y | +11.8% | +33.1% | -21.3% | +4.2% |
| 5Y | +85.5% | +90.8% | -5.2% | +60.0% |
| All | +288.6% | +1,943.7% | -1,655.1% | +169.6% |
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