+14.4%
AMCR vs LSCC
+75.5%
-61.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | -1.8% | +5.2% | -7.0% | -2.4% |
| 30D | -6.0% | -9.6% | +3.6% | -5.0% |
| 3M | +18.9% | -17.8% | +36.7% | +20.9% |
| 6M | +5.7% | +37.4% | -31.8% | -2.5% |
| YTD | +11.1% | +59.7% | -48.6% | +2.3% |
| 1Y | +14.4% | +76.2% | -61.8% | +3.7% |
| All | +14.4% | +75.5% | -61.0% | +3.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling