+109.6%
LSCC vs AME
+63.1%
+46.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.2% | +4.3% | +3.0% |
| 7D | +19.3% | -1.5% | +20.8% | +22.0% |
| 30D | -9.6% | -4.2% | -5.5% | -3.7% |
| 3M | -12.4% | -5.9% | -6.5% | -3.8% |
| 6M | -10.5% | +2.8% | -13.3% | -10.9% |
| YTD | +54.8% | +16.6% | +38.2% | +34.3% |
| 1Y | +79.4% | +22.1% | +57.3% | +47.9% |
| 3Y | +109.6% | +64.7% | +44.9% | +25.0% |
| All | +109.6% | +63.1% | +46.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling