+60,958.4%
AMGN vs LSCC
+10,808.2%
+50,150.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.5% | -1.8% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +7.8% | -9.7% | +17.5% | +9.1% |
| 3M | +27.3% | -23.7% | +51.0% | +30.5% |
| 6M | +16.8% | +26.5% | -9.7% | +11.3% |
| YTD | +36.3% | +57.5% | -21.2% | +25.6% |
| 1Y | +60.4% | +75.7% | -15.3% | +45.0% |
| 3Y | +86.3% | +19.5% | +66.9% | +70.6% |
| 5Y | +125.7% | +83.8% | +41.9% | +87.3% |
| 10Y | +247.0% | +1,772.4% | -1,525.3% | +96.6% |
| All | +60,958.4% | +10,808.2% | +50,150.1% | +16,517.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling