+76.2%
LSCC vs MKC
-24.0%
+100.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | +5.2% | -4.3% | +9.6% | +3.6% |
| 30D | -9.6% | -2.0% | -7.6% | -10.2% |
| 3M | -17.8% | +10.0% | -27.8% | -15.4% |
| 6M | +37.4% | -18.5% | +56.0% | +41.1% |
| YTD | +59.7% | -22.4% | +82.1% | +63.4% |
| 1Y | +76.2% | -23.6% | +99.9% | +82.6% |
| All | +76.2% | -24.0% | +100.2% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling