+203.0%
AMAT vs LSCC
+20.0%
+183.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.3% |
| 7D | -1.5% | +1.3% | -2.8% | -2.2% |
| 30D | -14.8% | -9.7% | -5.1% | -10.1% |
| 3M | -9.3% | -23.7% | +14.4% | +5.1% |
| 6M | +27.4% | +26.5% | +0.9% | +15.7% |
| YTD | +77.6% | +57.5% | +20.1% | +44.5% |
| 1Y | +188.9% | +75.7% | +113.3% | +122.1% |
| All | +203.0% | +20.0% | +183.0% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling