-97.4%
AMC vs LSCC
+1,839.4%
-1,936.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.1% | +7.0% |
| 7D | +17.7% | +3.0% | +14.8% | +16.6% |
| 30D | +26.2% | -19.3% | +45.4% | +32.3% |
| 3M | +31.3% | -22.3% | +53.6% | +38.1% |
| 6M | +142.8% | -14.6% | +157.3% | +145.4% |
| YTD | +125.6% | +45.8% | +79.9% | +95.6% |
| 1Y | +40.2% | +69.6% | -29.4% | +16.6% |
| 3Y | -67.2% | +86.1% | -153.3% | -75.1% |
| 5Y | -99.1% | +30.7% | -129.9% | -99.3% |
| 10Y | -98.5% | +1,283.9% | -1,382.4% | -99.3% |
| All | -97.4% | +1,839.4% | -1,936.8% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling