+21.2%
LSCC vs AME
+50.7%
-29.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +0.1% |
| 7D | +1.3% | +0.6% | +0.7% | +0.6% |
| 30D | -9.7% | -6.7% | -3.0% | -1.6% |
| 3M | -23.7% | +4.1% | -27.8% | -26.4% |
| 6M | +26.5% | +1.6% | +24.9% | +25.9% |
| YTD | +57.5% | +16.1% | +41.4% | +35.6% |
| 1Y | +75.7% | +27.3% | +48.4% | +36.1% |
| All | +21.2% | +50.7% | -29.6% | -20.8% |
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 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