+323.2%
AMGN vs LSCC
+1,498.6%
-1,175.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.4% | -9.7% | -0.5% |
| 7D | -2.2% | +14.5% | -16.6% | -3.7% |
| 30D | +12.1% | -0.1% | +12.2% | +11.6% |
| 3M | +13.6% | -2.7% | +16.3% | +13.1% |
| 6M | +43.9% | -4.8% | +48.7% | +42.2% |
| YTD | +45.9% | +66.9% | -20.9% | +33.5% |
| 1Y | +42.1% | +85.8% | -43.7% | +28.2% |
| 3Y | +91.6% | +115.6% | -24.0% | +63.0% |
| 5Y | +158.5% | +48.8% | +109.7% | +122.8% |
| 10Y | +323.2% | +1,490.3% | -1,167.1% | +138.9% |
| All | +323.2% | +1,498.6% | -1,175.4% | +138.9% |
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