+69.6%
LSCC vs AMP
+18.6%
+51.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +1.3% |
| 7D | +3.0% | +7.7% | -4.7% | +3.1% |
| 30D | -19.3% | +6.6% | -25.8% | -19.2% |
| 3M | -22.3% | -4.7% | -17.6% | -22.0% |
| 6M | -14.6% | +12.9% | -27.5% | -15.8% |
| YTD | +45.8% | +8.6% | +37.1% | +35.9% |
| 1Y | +69.6% | +18.2% | +51.4% | +46.8% |
| All | +69.6% | +18.6% | +51.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling