+109.6%
LSCC vs ACM
-7.9%
+117.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.2% | +3.2% | +5.4% |
| 7D | +19.3% | +6.9% | +12.4% | +15.0% |
| 30D | -9.6% | +19.1% | -28.7% | -18.3% |
| 3M | -12.4% | -6.9% | -5.5% | -8.9% |
| 6M | -10.5% | -12.0% | +1.6% | -3.9% |
| YTD | +54.8% | -25.1% | +79.9% | +84.6% |
| 1Y | +79.4% | -45.4% | +124.8% | +188.8% |
| 3Y | +109.6% | -6.9% | +116.5% | +82.5% |
| All | +109.6% | -7.9% | +117.5% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling