-98.1%
AMC vs LSCC
+1,995.8%
-2,093.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.8% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | -0.7% | -9.7% | +8.9% | +1.6% |
| 3M | +35.2% | -23.7% | +58.9% | +42.3% |
| 6M | +124.6% | +26.5% | +98.1% | +106.2% |
| YTD | +69.9% | +57.5% | +12.4% | +45.8% |
| 1Y | -2.6% | +75.7% | -78.3% | -19.4% |
| 3Y | -79.8% | +19.5% | -99.2% | -82.7% |
| 5Y | -99.4% | +83.8% | -183.2% | -99.6% |
| 10Y | -98.9% | +1,772.4% | -1,871.3% | -99.5% |
| All | -98.1% | +1,995.8% | -2,093.9% | -99.2% |
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