+85.8%
LSCC vs MDY
+50.6%
+35.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +5.8% |
| 7D | +13.0% | -1.7% | +14.6% | +17.4% |
| 30D | -19.8% | -0.9% | -18.9% | -17.7% |
| 3M | -18.4% | -5.7% | -12.7% | -6.5% |
| 6M | -16.1% | -2.9% | -13.2% | -7.5% |
| YTD | +42.7% | +9.8% | +32.9% | +25.7% |
| 1Y | +68.0% | +13.5% | +54.5% | +39.3% |
| 3Y | +85.8% | +51.9% | +33.9% | -4.3% |
| All | +85.8% | +50.6% | +35.3% | -4.3% |
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