+73.5%
LSCC vs ACM
-12.3%
+85.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.2% | -6.4% | -7.3% |
| 7D | -4.8% | +5.1% | -9.9% | -7.3% |
| 30D | -27.1% | +11.5% | -38.6% | -31.6% |
| 3M | -23.6% | -10.5% | -13.1% | -18.9% |
| 6M | -19.8% | -20.4% | +0.5% | -7.8% |
| YTD | +33.2% | -28.9% | +62.1% | +63.6% |
| 1Y | +55.2% | -48.7% | +103.9% | +160.9% |
| All | +73.5% | -12.3% | +85.8% | +56.0% |
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