+44.2%
AMGN vs LSCC
+75.5%
-31.3%
-16.6%
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 | -10.1% | +1.4% | -11.4% | -10.1% |
| 7D | -10.3% | +5.2% | -15.5% | -10.4% |
| 30D | -3.8% | -9.6% | +5.9% | -3.4% |
| 3M | +14.4% | -17.8% | +32.2% | +14.9% |
| 6M | +7.8% | +37.4% | -29.6% | +2.9% |
| YTD | +22.6% | +59.7% | -37.1% | +14.9% |
| 1Y | +44.2% | +76.2% | -32.0% | +32.2% |
| All | +44.2% | +75.5% | -31.3% | +32.2% |
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