+10,808.2%
LSCC vs AME
+18,709.1%
-7,900.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.0% |
| 7D | +1.3% | +0.6% | +0.7% | +0.9% |
| 30D | -9.7% | -6.7% | -3.0% | -5.5% |
| 3M | -23.7% | +4.1% | -27.8% | -25.0% |
| 6M | +26.5% | +1.6% | +24.9% | +27.3% |
| YTD | +57.5% | +16.1% | +41.4% | +46.0% |
| 1Y | +75.7% | +27.3% | +48.4% | +53.6% |
| 3Y | +19.5% | +50.9% | -31.4% | -4.2% |
| 5Y | +83.8% | +81.4% | +2.4% | +35.5% |
| 10Y | +1,772.4% | +417.0% | +1,355.4% | +655.4% |
| All | +10,808.2% | +18,709.1% | -7,900.9% | +926.7% |
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