+1,763.3%
LSCC vs MKC
+24.6%
+1,738.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.2% |
| 7D | +1.3% | -5.9% | +7.2% | +2.3% |
| 30D | -9.7% | -0.9% | -8.8% | -9.7% |
| 3M | -23.7% | +12.7% | -36.4% | -26.1% |
| 6M | +26.5% | -19.3% | +45.8% | +31.8% |
| YTD | +57.5% | -22.2% | +79.7% | +65.3% |
| 1Y | +75.7% | -23.3% | +99.0% | +84.6% |
| 3Y | +19.5% | -30.0% | +49.5% | +27.4% |
| 5Y | +83.8% | -33.8% | +117.5% | +94.1% |
| All | +1,763.3% | +24.6% | +1,738.8% | +1,564.1% |
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