+100.2%
AMCR vs LSCC
+2,350.3%
-2,250.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | -4.1% | -9.7% | +5.6% | -3.2% |
| 3M | +21.7% | -23.7% | +45.4% | +24.3% |
| 6M | +1.5% | +26.5% | -25.0% | -2.2% |
| YTD | +13.1% | +57.5% | -44.4% | +6.3% |
| 1Y | +13.0% | +75.7% | -62.7% | +4.6% |
| 3Y | +6.9% | +19.5% | -12.5% | -0.1% |
| 5Y | -10.5% | +83.8% | -94.2% | -21.6% |
| 10Y | +20.9% | +1,772.4% | -1,751.5% | -3.7% |
| All | +100.2% | +2,350.3% | -2,250.1% | +61.8% |
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