+78.6%
LSCC vs AHR
+360.2%
-281.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +0.4% | -3.0% | +3.5% | +1.1% |
| 30D | -9.5% | +2.6% | -12.1% | -10.0% |
| 3M | -13.8% | +16.0% | -29.8% | -18.0% |
| 6M | +24.5% | +3.1% | +21.4% | +22.7% |
| YTD | +55.1% | +16.0% | +39.1% | +48.5% |
| 1Y | +72.5% | +28.0% | +44.5% | +60.8% |
| All | +78.6% | +360.2% | -281.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AHR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling