+29.3%
LSCC vs AMDL
+20.7%
+8.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -34.9% | +26.3% | +1.3% |
| 7D | -4.8% | -52.7% | +47.9% | +14.6% |
| 30D | -27.1% | -65.3% | +38.2% | -4.7% |
| 3M | -23.6% | -40.8% | +17.2% | -15.1% |
| 6M | -19.8% | -12.9% | -7.0% | -23.2% |
| YTD | +33.2% | +98.0% | -64.8% | -4.9% |
| 1Y | +55.2% | +30.1% | +25.1% | +21.6% |
| All | +29.3% | +20.7% | +8.6% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling