+87.2%
LSCC vs MKTX
-61.3%
+148.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | -9.6% | +1.0% | -10.6% | -9.8% |
| 3M | -17.8% | +41.3% | -59.0% | -24.7% |
| 6M | +37.4% | -11.3% | +48.8% | +40.9% |
| YTD | +59.7% | -8.6% | +68.2% | +61.9% |
| 1Y | +76.2% | -11.1% | +87.3% | +79.5% |
| 3Y | +28.2% | -24.5% | +52.7% | +27.8% |
| 5Y | +87.2% | -61.4% | +148.6% | +139.5% |
| All | +87.2% | -61.3% | +148.5% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling