+1,147.2%
LSCC vs AMBA
-6.6%
+1,153.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.4% | +0.8% | -4.3% |
| 7D | -4.8% | -14.6% | +9.7% | +2.4% |
| 30D | -27.1% | -18.8% | -8.3% | -19.9% |
| 3M | -23.6% | -32.6% | +9.0% | -9.2% |
| 6M | -19.8% | -25.8% | +6.0% | -12.9% |
| YTD | +33.2% | -22.1% | +55.3% | +39.6% |
| 1Y | +55.2% | -36.2% | +91.5% | +74.8% |
| 3Y | +70.1% | +10.0% | +60.1% | +40.7% |
| 5Y | +19.5% | -71.6% | +91.1% | +57.0% |
| All | +1,147.2% | -6.6% | +1,153.8% | +844.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling