+22.3%
AMCR vs LSCC
+1,398.6%
-1,376.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.4% | -7.8% | -0.6% |
| 7D | -7.9% | +19.3% | -27.2% | -10.4% |
| 30D | +8.2% | -9.6% | +17.8% | +9.2% |
| 3M | -4.3% | -12.4% | +8.1% | -3.4% |
| 6M | +16.6% | -10.5% | +27.0% | +16.0% |
| YTD | +13.1% | +54.8% | -41.7% | +2.8% |
| 1Y | +14.4% | +79.4% | -65.0% | +1.5% |
| 3Y | +18.4% | +109.6% | -91.2% | -2.2% |
| 5Y | -5.8% | +40.4% | -46.2% | -20.7% |
| 10Y | +22.3% | +1,379.1% | -1,356.8% | -20.7% |
| All | +22.3% | +1,398.6% | -1,376.3% | -20.7% |
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 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