+65.9%
LSCC vs AMRZ
-14.1%
+80.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | +5.0% | 0.0% | +5.1% | +5.2% |
| 30D | -11.7% | +15.9% | -27.6% | -16.3% |
| 3M | -13.3% | -9.2% | -4.1% | -10.7% |
| 6M | -12.5% | -20.3% | +7.8% | -6.7% |
| YTD | +51.2% | -21.5% | +72.7% | +57.3% |
| 1Y | +65.9% | -12.9% | +78.8% | +65.8% |
| All | +65.9% | -14.1% | +80.0% | +65.8% |
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