+85.8%
LSCC vs MKC
-18.6%
+104.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +6.7% |
| 7D | +13.0% | +2.3% | +10.6% | +13.3% |
| 30D | -19.8% | +8.1% | -27.9% | -19.0% |
| 3M | -18.4% | -6.4% | -12.0% | -18.5% |
| 6M | -16.1% | +1.8% | -17.9% | -15.9% |
| YTD | +42.7% | -26.9% | +69.6% | +48.0% |
| 1Y | +68.0% | -21.7% | +89.7% | +73.0% |
| 3Y | +85.8% | -18.7% | +104.6% | +91.3% |
| All | +85.8% | -18.6% | +104.4% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling