+256.1%
LSCC vs ACI
+34.5%
+221.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.6% | -5.0% | -8.6% |
| 7D | -4.8% | +3.5% | -8.3% | -4.8% |
| 30D | -27.1% | +16.8% | -43.9% | -27.1% |
| 3M | -23.6% | +13.1% | -36.7% | -23.7% |
| 6M | -19.8% | -15.6% | -4.2% | -19.2% |
| YTD | +33.2% | -19.2% | +52.5% | +34.2% |
| 1Y | +55.2% | -20.7% | +75.9% | +56.5% |
| 3Y | +70.1% | -33.4% | +103.5% | +73.4% |
| 5Y | +19.5% | -41.7% | +61.2% | +21.5% |
| All | +256.1% | +34.5% | +221.6% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling