+48.9%
LSCC vs MTB
+61.7%
-12.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.5% | +10.5% |
| 7D | +14.5% | -2.0% | +16.5% | +16.0% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | -2.7% | -12.1% | +9.5% | +5.0% |
| 6M | -4.8% | +7.3% | -12.1% | -9.5% |
| YTD | +66.9% | +11.5% | +55.3% | +55.0% |
| 1Y | +85.8% | +21.3% | +64.6% | +64.4% |
| 3Y | +115.6% | +104.1% | +11.4% | +49.3% |
| All | +48.9% | +61.7% | -12.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling