-99.8%
AMIX vs LSCC
+83.7%
-183.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.7% |
| 7D | -13.7% | +1.3% | -15.0% | -14.3% |
| 30D | -62.1% | -9.7% | -52.4% | -60.7% |
| 3M | -46.2% | -23.7% | -22.5% | -41.5% |
| 6M | -46.4% | +26.5% | -72.9% | -41.0% |
| YTD | -60.3% | +57.5% | -117.8% | -55.9% |
| 1Y | -79.7% | +75.7% | -155.4% | -77.1% |
| All | -99.8% | +83.7% | -183.5% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling