+34.8%
LSCC vs AME
+76.2%
-41.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.4% |
| 7D | +5.0% | -4.1% | +9.2% | +11.0% |
| 30D | -11.7% | -4.1% | -7.6% | -5.9% |
| 3M | -13.3% | -5.6% | -7.7% | -5.1% |
| 6M | -12.5% | +2.8% | -15.4% | -13.1% |
| YTD | +51.2% | +16.6% | +34.6% | +29.8% |
| 1Y | +65.9% | +21.1% | +44.8% | +36.2% |
| 3Y | +95.3% | +61.1% | +34.3% | +10.1% |
| All | +34.8% | +76.2% | -41.4% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling