+328.1%
AMGN vs LSCC
+1,398.6%
-1,070.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | +0.1% |
| 7D | 0.0% | +19.3% | -19.4% | -2.1% |
| 30D | +12.1% | -9.6% | +21.8% | +12.9% |
| 3M | +13.9% | -12.4% | +26.3% | +14.7% |
| 6M | +42.1% | -10.5% | +52.6% | +41.4% |
| YTD | +45.0% | +54.8% | -9.7% | +33.9% |
| 1Y | +49.3% | +79.4% | -30.1% | +35.1% |
| 3Y | +92.8% | +109.6% | -16.8% | +64.4% |
| 5Y | +156.7% | +40.4% | +116.4% | +122.5% |
| 10Y | +328.1% | +1,379.1% | -1,051.0% | +141.0% |
| All | +328.1% | +1,398.6% | -1,070.4% | +141.0% |
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