+21.2%
LSCC vs ACI
-38.5%
+59.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.9% |
| 7D | +1.3% | +0.2% | +1.2% | +1.3% |
| 30D | -9.7% | +5.9% | -15.6% | -8.8% |
| 3M | -23.7% | -19.8% | -3.9% | -25.1% |
| 6M | +26.5% | -24.7% | +51.2% | +23.5% |
| YTD | +57.5% | -24.4% | +81.9% | +53.6% |
| 1Y | +75.7% | -31.5% | +107.2% | +72.0% |
| All | +21.2% | -38.5% | +59.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling