+55.2%
LSCC vs AMBA
-33.1%
+88.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.4% | +0.8% | -4.8% |
| 7D | -4.8% | -14.6% | +9.7% | +1.5% |
| 30D | -27.1% | -18.8% | -8.3% | -20.8% |
| 3M | -23.6% | -32.6% | +9.0% | -11.2% |
| 6M | -19.8% | -25.8% | +6.0% | -14.3% |
| YTD | +33.2% | -22.1% | +55.3% | +33.3% |
| 1Y | +55.2% | -36.2% | +91.5% | +58.1% |
| All | +55.2% | -33.1% | +88.3% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling