+1,236.1%
LSCC vs MTB
+135.3%
+1,100.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.1% | +7.6% |
| 7D | +13.0% | -1.3% | +14.3% | +13.7% |
| 30D | -19.8% | +0.5% | -20.3% | -20.1% |
| 3M | -18.4% | -12.4% | -6.0% | -13.4% |
| 6M | -16.1% | +1.5% | -17.6% | -17.2% |
| YTD | +42.7% | +10.3% | +32.4% | +35.8% |
| 1Y | +68.0% | +22.2% | +45.8% | +52.6% |
| 3Y | +85.8% | +96.9% | -11.1% | +40.1% |
| 5Y | +28.0% | +64.3% | -36.3% | +1.9% |
| All | +1,236.1% | +135.3% | +1,100.9% | +892.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling