+74.0%
LSCC vs MKTX
-0.3%
+74.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +7.0% | +0.2% | +6.7% | +7.0% |
| 30D | -2.3% | +0.9% | -3.2% | -2.4% |
| 3M | -12.5% | +2.6% | -15.1% | -12.7% |
| 6M | -10.6% | +20.4% | -31.0% | -12.4% |
| YTD | +52.7% | -7.1% | +59.7% | +47.7% |
| 1Y | +74.0% | -2.8% | +76.7% | +66.6% |
| All | +74.0% | -0.3% | +74.3% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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