+139.2%
LSCC vs AMRZ
-19.3%
+158.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.6% |
| 7D | +21.2% | -4.0% | +25.3% | +22.7% |
| 30D | -1.9% | +12.4% | -14.3% | -5.6% |
| 3M | -8.1% | -11.5% | +3.4% | -4.8% |
| 6M | -5.2% | -21.6% | +16.4% | +0.9% |
| YTD | +61.5% | -23.4% | +84.9% | +71.9% |
| 1Y | +81.3% | -17.2% | +98.5% | +89.8% |
| All | +139.2% | -19.3% | +158.5% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling