+73.5%
LSCC vs AME
+58.2%
+15.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.9% | -2.6% | -0.9% |
| 7D | -4.8% | -11.4% | +6.6% | +11.7% |
| 30D | -27.1% | -12.1% | -15.0% | -13.3% |
| 3M | -23.6% | -12.3% | -11.3% | -8.4% |
| 6M | -19.8% | -4.6% | -15.2% | -12.4% |
| YTD | +33.2% | +9.1% | +24.1% | +25.7% |
| 1Y | +55.2% | +13.3% | +42.0% | +40.7% |
| All | +73.5% | +58.2% | +15.3% | +13.6% |
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