+9,784.2%
LSCC vs MKC
+3,165.5%
+6,618.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +8.2% |
| 7D | +13.0% | +2.3% | +10.6% | +12.0% |
| 30D | -19.8% | +8.1% | -27.9% | -22.3% |
| 3M | -18.4% | -6.4% | -12.0% | -17.6% |
| 6M | -16.1% | +1.8% | -17.9% | -18.5% |
| YTD | +42.7% | -26.9% | +69.6% | +53.4% |
| 1Y | +68.0% | -21.7% | +89.7% | +76.1% |
| 3Y | +85.8% | -18.7% | +104.6% | +88.2% |
| 5Y | +28.0% | -32.8% | +60.9% | +34.7% |
| 10Y | +1,255.1% | +27.0% | +1,228.1% | +992.0% |
| All | +9,784.2% | +3,165.5% | +6,618.8% | +3,322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling