+81.3%
LSCC vs AHR
+365.8%
-284.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.4% |
| 7D | +1.3% | -1.5% | +2.8% | +1.6% |
| 30D | -9.7% | -1.4% | -8.3% | -9.5% |
| 3M | -23.7% | +18.6% | -42.3% | -28.0% |
| 6M | +26.5% | +6.6% | +19.9% | +23.7% |
| YTD | +57.5% | +17.5% | +40.1% | +50.4% |
| 1Y | +75.7% | +30.9% | +44.8% | +62.9% |
| All | +81.3% | +365.8% | -284.5% | +22.4% |
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