+92.1%
LSCC vs AHR
+406.6%
-314.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.6% | +10.4% |
| 7D | +14.5% | +5.1% | +9.4% | +13.5% |
| 30D | -0.1% | +12.8% | -12.8% | -2.1% |
| 3M | -2.7% | +13.0% | -15.6% | -4.8% |
| 6M | -4.8% | +18.7% | -23.5% | -8.8% |
| YTD | +66.9% | +27.8% | +39.1% | +57.1% |
| 1Y | +85.8% | +22.9% | +62.9% | +76.5% |
| All | +92.1% | +406.6% | -314.5% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling