+165.8%
AMKR vs LSCC
+815.7%
-649.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +7.1% | +0.5% | +3.6% |
| 7D | -16.9% | +13.0% | -29.9% | -22.5% |
| 30D | -37.2% | -19.8% | -17.4% | -29.0% |
| 3M | -39.3% | -18.4% | -20.9% | -31.7% |
| 6M | -57.4% | -16.1% | -41.3% | -52.0% |
| YTD | -16.5% | +42.7% | -59.2% | -29.6% |
| 1Y | -6.0% | +68.0% | -74.0% | -27.5% |
| 3Y | +46.2% | +85.8% | -39.7% | 0.0% |
| 5Y | +49.3% | +28.0% | +21.3% | +18.8% |
| 10Y | +239.3% | +1,255.1% | -1,015.8% | -33.8% |
| All | +165.8% | +815.7% | -649.9% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling