-99.9%
AMIX vs LSCC
+55.4%
-155.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.6% | +3.0% | -2.3% |
| 7D | -25.5% | -4.8% | -20.7% | -24.2% |
| 30D | -56.2% | -27.1% | -29.1% | -50.9% |
| 3M | -87.4% | -23.6% | -63.8% | -86.3% |
| 6M | -80.9% | -19.8% | -61.1% | -78.1% |
| YTD | -86.8% | +33.2% | -120.1% | -84.7% |
| 1Y | -91.3% | +55.2% | -146.6% | -89.8% |
| All | -99.9% | +55.4% | -155.3% | -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