+21.2%
LSCC vs MDY
+48.1%
-26.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.0% |
| 30D | -9.7% | -1.5% | -8.2% | -6.7% |
| 3M | -23.7% | +0.8% | -24.5% | -23.4% |
| 6M | +26.5% | +7.4% | +19.1% | +14.2% |
| YTD | +57.5% | +15.2% | +42.3% | +25.4% |
| 1Y | +75.7% | +16.5% | +59.1% | +37.6% |
| All | +21.2% | +48.1% | -26.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling