-99.3%
AMC vs LSCC
+18.7%
-118.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -8.6% | -3.9% | -9.4% |
| 7D | 0.0% | -4.8% | +4.8% | +1.7% |
| 30D | +4.4% | -27.1% | +31.5% | +16.1% |
| 3M | +15.4% | -23.6% | +39.0% | +25.0% |
| 6M | +93.7% | -19.8% | +113.5% | +100.3% |
| YTD | +97.4% | +33.2% | +64.2% | +61.3% |
| 1Y | +23.2% | +55.2% | -32.0% | -6.0% |
| 3Y | -71.3% | +70.1% | -141.4% | -82.1% |
| 5Y | -99.3% | +19.5% | -118.8% | -99.5% |
| All | -99.3% | +18.7% | -118.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling