+21.2%
LSCC vs ACM
-21.7%
+42.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +1.3% | -3.7% | +5.1% | +3.6% |
| 30D | -9.7% | -11.1% | +1.4% | -3.7% |
| 3M | -23.7% | -8.0% | -15.7% | -21.2% |
| 6M | +26.5% | -29.7% | +56.1% | +59.6% |
| YTD | +57.5% | -29.4% | +86.9% | +93.3% |
| 1Y | +75.7% | -46.4% | +122.1% | +174.3% |
| All | +21.2% | -21.7% | +42.8% | +29.0% |
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