+40,523.5%
AZO vs LSCC
+7,124.9%
+33,398.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | -2.7% | -9.7% | +7.0% | -1.8% |
| 3M | -3.2% | -23.7% | +20.5% | -1.4% |
| 6M | -19.7% | +26.5% | -46.2% | -22.7% |
| YTD | -12.0% | +57.5% | -69.6% | -17.4% |
| 1Y | -29.5% | +75.7% | -105.2% | -34.8% |
| 3Y | +17.3% | +19.5% | -2.1% | +9.2% |
| 5Y | +94.1% | +83.8% | +10.3% | +68.4% |
| 10Y | +303.3% | +1,772.4% | -1,469.1% | +162.4% |
| All | +40,523.5% | +7,124.9% | +33,398.6% | +15,447.1% |
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