+19.5%
LSCC vs ACM
+1.8%
+17.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.2% | -6.4% | -7.0% |
| 7D | -4.8% | +5.1% | -9.9% | -8.1% |
| 30D | -27.1% | +11.5% | -38.6% | -32.9% |
| 3M | -23.6% | -10.5% | -13.1% | -18.5% |
| 6M | -19.8% | -20.4% | +0.5% | -6.9% |
| YTD | +33.2% | -28.9% | +62.1% | +67.0% |
| 1Y | +55.2% | -48.7% | +103.9% | +166.8% |
| 3Y | +70.1% | -12.5% | +82.6% | +65.7% |
| 5Y | +19.5% | +0.5% | +19.0% | -1.8% |
| All | +19.5% | +1.8% | +17.7% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling