+1,486.2%
LSCC vs ACM
+131.8%
+1,354.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.5% | +10.9% | +10.7% |
| 7D | +14.5% | +3.0% | +11.5% | +12.7% |
| 30D | -0.1% | +19.7% | -19.7% | -10.2% |
| 3M | -2.7% | +5.3% | -8.0% | -7.1% |
| 6M | -4.8% | -10.8% | +6.0% | -1.1% |
| YTD | +66.9% | -25.1% | +91.9% | +91.4% |
| 1Y | +85.8% | -45.8% | +131.6% | +160.6% |
| 3Y | +115.6% | -9.4% | +124.9% | +122.1% |
| 5Y | +48.8% | +4.8% | +44.0% | +43.5% |
| All | +1,486.2% | +131.8% | +1,354.4% | +927.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling