+1,486.2%
LSCC vs AME
+439.0%
+1,047.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.6% | +9.8% | +9.8% |
| 7D | +14.5% | +1.1% | +13.4% | +13.8% |
| 30D | -0.1% | -4.1% | +4.0% | +5.1% |
| 3M | -2.7% | -6.3% | +3.7% | +5.5% |
| 6M | -4.8% | +3.5% | -8.3% | -5.3% |
| YTD | +66.9% | +17.3% | +49.6% | +49.1% |
| 1Y | +85.8% | +22.0% | +63.8% | +60.4% |
| 3Y | +115.6% | +62.0% | +53.6% | +45.4% |
| 5Y | +48.8% | +78.5% | -29.7% | -6.0% |
| All | +1,486.2% | +439.0% | +1,047.2% | +522.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling