+9,126.4%
LSCC vs AME
+17,569.3%
-8,443.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.9% | -2.6% | -4.8% |
| 7D | -4.8% | -11.4% | +6.6% | +3.3% |
| 30D | -27.1% | -12.1% | -15.0% | -20.3% |
| 3M | -23.6% | -12.3% | -11.3% | -15.9% |
| 6M | -19.8% | -4.6% | -15.2% | -15.7% |
| YTD | +33.2% | +9.1% | +24.1% | +29.9% |
| 1Y | +55.2% | +13.3% | +42.0% | +48.0% |
| 3Y | +70.1% | +58.2% | +11.9% | +34.2% |
| 5Y | +19.5% | +63.4% | -43.9% | -5.1% |
| 10Y | +1,164.9% | +436.7% | +728.2% | +407.5% |
| All | +9,126.4% | +17,569.3% | -8,443.0% | +813.1% |
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