+116.6%
LSCC vs MDY
+57.0%
+59.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -0.7% |
| 7D | +21.2% | +3.0% | +18.2% | +14.4% |
| 30D | -1.9% | +0.8% | -2.7% | -2.5% |
| 3M | -8.1% | -5.1% | -2.9% | +4.3% |
| 6M | -5.2% | +1.2% | -6.4% | -3.7% |
| YTD | +61.5% | +12.5% | +49.1% | +36.0% |
| 1Y | +81.3% | +13.8% | +67.5% | +49.6% |
| All | +116.6% | +57.0% | +59.6% | +7.9% |
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