+5,710.3%
AMD vs LSCC
+1,155.2%
+4,555.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.6% | -8.7% | -12.4% |
| 7D | -28.6% | -4.8% | -23.8% | -26.3% |
| 30D | -37.7% | -27.1% | -10.6% | -25.3% |
| 3M | -16.1% | -23.6% | +7.5% | -2.3% |
| 6M | +13.8% | -19.8% | +33.7% | +31.3% |
| YTD | +88.8% | +33.2% | +55.6% | +61.3% |
| 1Y | +57.8% | +55.2% | +2.5% | +23.4% |
| 3Y | +260.3% | +70.1% | +190.2% | +144.0% |
| 5Y | +196.6% | +19.5% | +177.1% | +132.3% |
| All | +5,710.3% | +1,155.2% | +4,555.2% | +1,203.3% |
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