+209.9%
AMGN vs LSCC
+1,791.9%
-1,582.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.4% | -11.4% | -10.2% |
| 7D | -10.3% | +5.2% | -15.5% | -10.8% |
| 30D | -3.8% | -9.6% | +5.9% | -2.8% |
| 3M | +14.4% | -17.8% | +32.2% | +16.0% |
| 6M | +7.8% | +37.4% | -29.6% | +2.2% |
| YTD | +22.6% | +59.7% | -37.1% | +13.6% |
| 1Y | +44.2% | +76.2% | -32.0% | +31.5% |
| 3Y | +65.8% | +28.2% | +37.6% | +51.6% |
| 5Y | +108.0% | +87.2% | +20.8% | +73.4% |
| 10Y | +209.9% | +1,795.0% | -1,585.1% | +75.3% |
| All | +209.9% | +1,791.9% | -1,582.1% | +75.3% |
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