+2,607.9%
LSCC vs AMP
+2,123.7%
+484.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -9.7% | -0.1% | -9.6% | -9.8% |
| 3M | -23.7% | +23.6% | -47.3% | -32.5% |
| 6M | +26.5% | +20.4% | +6.1% | +13.2% |
| YTD | +57.5% | +15.4% | +42.1% | +42.8% |
| 1Y | +75.7% | +11.0% | +64.7% | +62.5% |
| 3Y | +19.5% | +70.5% | -51.0% | -10.4% |
| 5Y | +83.8% | +121.4% | -37.6% | +22.4% |
| 10Y | +1,772.4% | +575.6% | +1,196.8% | +554.3% |
| All | +2,607.9% | +2,123.7% | +484.2% | +323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling