+9,784.2%
LSCC vs AME
+18,019.4%
-8,235.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +5.5% |
| 7D | +13.0% | -5.2% | +18.1% | +17.2% |
| 30D | -19.8% | -8.0% | -11.8% | -14.8% |
| 3M | -18.4% | -8.9% | -9.5% | -12.3% |
| 6M | -16.1% | -5.0% | -11.1% | -11.5% |
| YTD | +42.7% | +11.9% | +30.8% | +37.0% |
| 1Y | +68.0% | +16.6% | +51.4% | +57.3% |
| 3Y | +85.8% | +62.5% | +23.4% | +44.2% |
| 5Y | +28.0% | +67.6% | -39.6% | +0.1% |
| 10Y | +1,255.1% | +450.4% | +804.7% | +435.3% |
| All | +9,784.2% | +18,019.4% | -8,235.2% | +863.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling