+68.0%
LSCC vs MKC
-22.0%
+90.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +5.8% |
| 7D | +13.0% | +2.3% | +10.6% | +14.1% |
| 30D | -19.8% | +8.1% | -27.9% | -17.0% |
| 3M | -18.4% | -6.4% | -12.0% | -19.2% |
| 6M | -16.1% | +1.8% | -17.9% | -14.6% |
| YTD | +42.7% | -26.9% | +69.6% | +50.3% |
| 1Y | +68.0% | -21.7% | +89.7% | +81.5% |
| All | +68.0% | -22.0% | +90.0% | +81.5% |
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