+126.1%
LSCC vs AMRZ
-19.2%
+145.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | +7.0% | -2.1% | +9.1% | +7.7% |
| 30D | -2.3% | +13.0% | -15.3% | -6.1% |
| 3M | -12.5% | -12.1% | -0.4% | -9.2% |
| 6M | -10.6% | -19.1% | +8.6% | -5.7% |
| YTD | +52.7% | -23.3% | +75.9% | +62.4% |
| 1Y | +74.0% | -16.6% | +90.5% | +81.9% |
| All | +126.1% | -19.2% | +145.3% | +133.3% |
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