+1,379.1%
LSCC vs MKC
+25.4%
+1,353.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.1% | +9.5% | +8.6% |
| 7D | +19.3% | -1.9% | +21.3% | +19.6% |
| 30D | -9.6% | +8.0% | -17.6% | -11.1% |
| 3M | -12.4% | -8.6% | -3.8% | -11.5% |
| 6M | -10.5% | +1.1% | -11.5% | -11.9% |
| YTD | +54.8% | -27.7% | +82.5% | +64.0% |
| 1Y | +79.4% | -23.7% | +103.1% | +87.4% |
| 3Y | +109.6% | -19.4% | +129.0% | +112.4% |
| 5Y | +40.4% | -33.3% | +73.7% | +45.4% |
| 10Y | +1,379.1% | +24.0% | +1,355.1% | +1,192.1% |
| All | +1,379.1% | +25.4% | +1,353.7% | +1,192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling