+331.1%
AMD vs LSCC
+20.0%
+311.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.6% |
| 7D | +2.6% | +1.3% | +1.3% | +1.9% |
| 30D | -0.9% | -9.7% | +8.7% | +4.7% |
| 3M | -8.7% | -23.7% | +15.0% | +6.3% |
| 6M | +136.3% | +26.5% | +109.9% | +115.7% |
| YTD | +123.0% | +57.5% | +65.5% | +80.3% |
| 1Y | +195.2% | +75.7% | +119.5% | +124.5% |
| All | +331.1% | +20.0% | +311.1% | +273.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling