-91.6%
AMIX vs LSCC
+68.2%
-159.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -6.7% |
| 7D | -16.0% | +13.0% | -29.0% | -27.0% |
| 30D | -55.4% | -19.8% | -35.6% | -46.1% |
| 3M | -87.5% | -18.4% | -69.1% | -85.8% |
| 6M | -81.2% | -16.1% | -65.1% | -75.4% |
| YTD | -86.8% | +42.7% | -129.6% | -80.7% |
| 1Y | -91.6% | +68.0% | -159.6% | -83.1% |
| All | -91.6% | +68.2% | -159.8% | -83.1% |
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 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