+82.0%
LSCC vs MKC
-33.7%
+115.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.0% |
| 7D | +1.3% | -5.9% | +7.2% | +1.3% |
| 30D | -9.7% | -0.9% | -8.8% | -9.7% |
| 3M | -23.7% | +12.7% | -36.4% | -24.2% |
| 6M | +26.5% | -19.3% | +45.8% | +29.6% |
| YTD | +57.5% | -22.2% | +79.7% | +62.0% |
| 1Y | +75.7% | -23.3% | +99.0% | +81.0% |
| 3Y | +19.5% | -30.0% | +49.5% | +24.9% |
| All | +82.0% | -33.7% | +115.7% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling