+1,351.6%
LSCC vs AME
+444.5%
+907.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.9% |
| 7D | +7.0% | +5.9% | +1.1% | +1.3% |
| 30D | -2.3% | -1.9% | -0.4% | +0.4% |
| 3M | -12.5% | -5.4% | -7.2% | -6.2% |
| 6M | -10.6% | +4.9% | -15.5% | -12.3% |
| YTD | +52.7% | +18.5% | +34.2% | +35.1% |
| 1Y | +74.0% | +25.5% | +48.5% | +46.1% |
| 3Y | +104.8% | +63.0% | +41.8% | +37.2% |
| 5Y | +36.2% | +78.3% | -42.1% | -14.1% |
| All | +1,351.6% | +444.5% | +907.1% | +464.0% |
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