+69.8%
LSCC vs AMDL
+127.5%
-57.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +26.8% | -18.3% | +1.0% |
| 7D | +19.3% | +10.3% | +9.1% | +13.1% |
| 30D | -9.6% | -38.3% | +28.6% | -0.9% |
| 3M | -12.4% | -8.7% | -3.7% | -14.3% |
| 6M | -10.5% | -14.4% | +3.9% | -12.7% |
| YTD | +54.8% | +206.9% | -152.2% | +14.1% |
| All | +69.8% | +127.5% | -57.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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