+52.9%
LSCC vs AMDL
+95.0%
-42.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.2% | -7.2% | -0.6% |
| 7D | +1.3% | +4.5% | -3.2% | 0.0% |
| 30D | -9.7% | -4.4% | -5.3% | -9.0% |
| 3M | -23.7% | -30.5% | +6.8% | -18.9% |
| 6M | +26.5% | +300.9% | -274.4% | -18.8% |
| YTD | +57.5% | +219.9% | -162.4% | +1.9% |
| 1Y | +75.7% | +374.7% | -299.0% | -8.4% |
| All | +52.9% | +95.0% | -42.1% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling