+1,379.1%
LSCC vs AME
+465.0%
+914.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.2% | +4.3% | +4.3% |
| 7D | +19.3% | -1.5% | +20.8% | +21.6% |
| 30D | -9.6% | -4.2% | -5.5% | -4.9% |
| 3M | -12.4% | -5.9% | -6.5% | -5.6% |
| 6M | -10.5% | +2.8% | -13.3% | -10.4% |
| YTD | +54.8% | +16.6% | +38.2% | +39.2% |
| 1Y | +79.4% | +22.1% | +57.3% | +54.8% |
| 3Y | +109.6% | +64.7% | +44.9% | +39.6% |
| 5Y | +40.4% | +76.6% | -36.2% | -10.4% |
| 10Y | +1,379.1% | +443.9% | +935.2% | +490.1% |
| All | +1,379.1% | +465.0% | +914.1% | +490.1% |
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