-79.7%
AMIX vs LSCC
+72.9%
-152.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -4.1% |
| 7D | -13.7% | +1.3% | -15.0% | -15.3% |
| 30D | -62.1% | -9.7% | -52.4% | -58.4% |
| 3M | -46.2% | -23.7% | -22.5% | -31.9% |
| 6M | -46.4% | +26.5% | -72.9% | -34.9% |
| YTD | -60.3% | +57.5% | -117.8% | -54.0% |
| 1Y | -79.7% | +75.7% | -155.4% | -73.2% |
| All | -79.7% | +72.9% | -152.5% | -73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling