+173.3%
LSCC vs ABCL
-81.3%
+254.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -9.7% | +93.1% | -102.7% | -25.0% |
| 3M | -23.7% | +79.4% | -103.1% | -36.1% |
| 6M | +26.5% | +214.9% | -188.4% | -9.0% |
| YTD | +57.5% | +234.2% | -176.7% | +9.8% |
| 1Y | +75.7% | +174.8% | -99.1% | +26.9% |
| 3Y | +19.5% | +104.5% | -85.0% | -15.1% |
| 5Y | +83.8% | -39.0% | +122.8% | +56.7% |
| All | +173.3% | -81.3% | +254.6% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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