+2,031.2%
LSCC vs MKTX
+1,469.7%
+561.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -11.7% | +0.8% | -12.5% | -12.0% |
| 3M | -13.3% | +2.6% | -15.9% | -14.0% |
| 6M | -12.5% | +13.6% | -26.1% | -17.1% |
| YTD | +51.2% | -7.1% | +58.3% | +51.5% |
| 1Y | +65.9% | -0.1% | +66.0% | +62.1% |
| 3Y | +95.3% | -22.3% | +117.7% | +96.9% |
| 5Y | +38.6% | -54.5% | +93.1% | +64.6% |
| 10Y | +1,352.3% | +14.3% | +1,338.1% | +1,143.9% |
| All | +2,031.2% | +1,469.7% | +561.5% | +596.1% |
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