+154.5%
AMGN vs LSCC
+26.3%
+128.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.4% |
| 7D | -1.2% | +13.0% | -14.2% | -2.0% |
| 30D | +11.5% | -19.8% | +31.3% | +12.9% |
| 3M | +14.4% | -18.4% | +32.8% | +15.5% |
| 6M | +40.9% | -16.1% | +57.0% | +41.0% |
| YTD | +43.5% | +42.7% | +0.8% | +36.5% |
| 1Y | +49.9% | +68.0% | -18.1% | +40.5% |
| 3Y | +84.6% | +85.8% | -1.2% | +67.0% |
| All | +154.5% | +26.3% | +128.1% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling