+69.6%
LSCC vs AMRZ
-11.5%
+81.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | -0.3% |
| 7D | +3.0% | +10.3% | -7.3% | -0.4% |
| 30D | -19.3% | +18.7% | -38.0% | -23.9% |
| 3M | -22.3% | -14.6% | -7.6% | -18.4% |
| 6M | -14.6% | -12.9% | -1.7% | -11.9% |
| YTD | +45.8% | -17.4% | +63.1% | +49.8% |
| 1Y | +69.6% | -12.3% | +81.9% | +74.0% |
| All | +69.6% | -11.5% | +81.1% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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