+82.0%
LSCC vs ACM
+5.0%
+77.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | +1.3% | -3.7% | +5.1% | +4.2% |
| 30D | -9.7% | -11.1% | +1.4% | -2.8% |
| 3M | -23.7% | -8.0% | -15.7% | -21.1% |
| 6M | +26.5% | -29.7% | +56.1% | +63.9% |
| YTD | +57.5% | -29.4% | +86.9% | +98.3% |
| 1Y | +75.7% | -46.4% | +122.1% | +184.5% |
| 3Y | +19.5% | -22.3% | +41.8% | +32.8% |
| All | +82.0% | +5.0% | +77.1% | +55.8% |
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