-98.8%
AMC vs LSCC
+1,351.6%
-1,450.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -1.2% |
| 7D | +3.5% | +7.0% | -3.5% | +1.5% |
| 30D | +12.5% | -2.3% | +14.8% | +12.5% |
| 3M | +23.6% | -12.5% | +36.1% | +26.4% |
| 6M | +144.4% | -10.6% | +154.9% | +144.1% |
| YTD | +108.3% | +52.7% | +55.6% | +75.6% |
| 1Y | +38.9% | +74.0% | -35.1% | +12.6% |
| 3Y | -58.9% | +104.8% | -163.7% | -70.6% |
| 5Y | -99.2% | +36.2% | -135.4% | -99.4% |
| All | -98.8% | +1,351.6% | -1,450.3% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling