-99.9%
AMIX vs LSCC
+70.0%
-169.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.5% |
| 7D | -25.1% | +3.0% | -28.1% | -26.1% |
| 30D | -54.5% | -19.3% | -35.2% | -51.0% |
| 3M | -91.7% | -22.3% | -69.5% | -90.9% |
| 6M | -79.4% | -14.6% | -64.9% | -77.3% |
| YTD | -86.1% | +45.8% | -131.8% | -84.3% |
| 1Y | -91.6% | +69.6% | -161.2% | -90.4% |
| All | -99.9% | +70.0% | -169.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling