+133.2%
LSCC vs AMRZ
-13.6%
+146.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +1.3% | -1.9% | +3.2% | +1.9% |
| 30D | -9.7% | -16.9% | +7.3% | -4.6% |
| 3M | -23.7% | -19.2% | -4.5% | -19.0% |
| 6M | +26.5% | -29.3% | +55.8% | +38.3% |
| YTD | +57.5% | -18.0% | +75.5% | +64.4% |
| 1Y | +75.7% | -15.1% | +90.8% | +79.4% |
| All | +133.2% | -13.6% | +146.9% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling