+129.2%
LSCC vs AMRZ
-15.6%
+144.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.2% | +7.8% |
| 7D | +19.3% | -1.1% | +20.5% | +19.7% |
| 30D | -9.6% | +18.3% | -27.9% | -14.4% |
| 3M | -12.4% | -8.0% | -4.4% | -10.4% |
| 6M | -10.5% | -18.7% | +8.2% | -5.7% |
| YTD | +54.8% | -19.8% | +74.6% | +62.5% |
| 1Y | +79.4% | -12.3% | +91.7% | +84.9% |
| All | +129.2% | -15.6% | +144.8% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling