+71.0%
AZO vs LSCC
+40.9%
+30.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | +0.5% | +5.0% | -4.5% | +0.3% |
| 30D | +9.4% | -11.7% | +21.2% | +10.0% |
| 3M | +4.9% | -13.3% | +18.2% | +5.3% |
| 6M | -8.0% | -12.5% | +4.6% | -8.3% |
| YTD | -5.1% | +51.2% | -56.3% | -9.5% |
| 1Y | -13.7% | +65.9% | -79.6% | -18.3% |
| 3Y | +19.1% | +95.3% | -76.3% | +7.2% |
| 5Y | +71.0% | +38.6% | +32.4% | +62.7% |
| All | +71.0% | +40.9% | +30.1% | +62.7% |
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