+8.3%
AMT vs LSCC
+20.0%
-11.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.0% |
| 7D | -0.2% | +1.3% | -1.5% | -0.1% |
| 30D | +4.6% | -9.7% | +14.3% | +4.2% |
| 3M | -8.4% | -23.7% | +15.3% | -9.2% |
| 6M | -6.0% | +26.5% | -32.5% | -4.9% |
| YTD | +2.1% | +57.5% | -55.4% | +4.4% |
| 1Y | -6.4% | +75.7% | -82.1% | -3.8% |
| All | +8.3% | +20.0% | -11.8% | +14.7% |
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 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