+2,120.3%
LSCC vs MKTX
+1,446.2%
+674.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -9.7% | +1.1% | -10.8% | -10.0% |
| 3M | -23.7% | +36.1% | -59.8% | -31.5% |
| 6M | +26.5% | -12.9% | +39.4% | +29.6% |
| YTD | +57.5% | -8.5% | +66.0% | +58.6% |
| 1Y | +75.7% | -7.5% | +83.2% | +75.2% |
| 3Y | +19.5% | -28.3% | +47.8% | +22.9% |
| 5Y | +83.8% | -63.3% | +147.1% | +133.1% |
| 10Y | +1,772.4% | +4.5% | +1,767.9% | +1,546.8% |
| All | +2,120.3% | +1,446.2% | +674.1% | +628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling