+43.3%
AMAT vs LSCC
+68.2%
-24.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | -0.6% |
| 7D | -14.7% | +13.0% | -27.7% | -21.5% |
| 30D | -36.1% | -19.8% | -16.3% | -26.1% |
| 3M | -36.9% | -18.4% | -18.5% | -28.3% |
| 6M | -22.2% | -16.1% | -6.1% | -11.1% |
| YTD | +29.9% | +42.7% | -12.8% | +12.9% |
| 1Y | +43.3% | +68.0% | -24.7% | +19.5% |
| All | +43.3% | +68.2% | -24.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling