+12.4%
AMT vs LSCC
+81.4%
-69.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.1% | -9.8% | -2.3% |
| 7D | +0.5% | +13.0% | -12.4% | +1.3% |
| 30D | +13.6% | -19.8% | +33.4% | +12.6% |
| 3M | +11.5% | -18.4% | +29.9% | +10.7% |
| 6M | +6.9% | -16.1% | +23.0% | +6.6% |
| YTD | +10.8% | +42.7% | -31.9% | +13.2% |
| 1Y | +10.3% | +68.0% | -57.7% | +13.5% |
| 3Y | +12.4% | +85.8% | -73.4% | +11.8% |
| All | +12.4% | +81.4% | -69.0% | +11.8% |
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