+289.6%
LSCC vs ACI
+39.5%
+250.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | +1.3% |
| 7D | +3.0% | +4.5% | -1.5% | +3.0% |
| 30D | -19.3% | +20.9% | -40.1% | -19.3% |
| 3M | -22.3% | +15.2% | -37.5% | -22.3% |
| 6M | -14.6% | -13.3% | -1.3% | -13.9% |
| YTD | +45.8% | -16.2% | +62.0% | +46.8% |
| 1Y | +69.6% | -16.9% | +86.5% | +70.9% |
| 3Y | +86.1% | -30.8% | +116.9% | +89.8% |
| 5Y | +30.7% | -39.4% | +70.1% | +33.0% |
| All | +289.6% | +39.5% | +250.0% | +270.3% |
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