+68.0%
LSCC vs AMDL
+62.4%
+5.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +22.3% | -15.1% | +1.0% |
| 7D | +13.0% | -26.2% | +39.2% | +19.6% |
| 30D | -19.8% | -57.1% | +37.3% | -2.4% |
| 3M | -18.4% | -29.8% | +11.4% | -13.7% |
| 6M | -16.1% | -22.2% | +6.1% | -14.3% |
| YTD | +42.7% | +142.1% | -99.4% | +12.2% |
| 1Y | +68.0% | +85.8% | -17.8% | +34.6% |
| All | +68.0% | +62.4% | +5.6% | +34.6% |
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