+82.0%
LSCC vs MTB
+101.8%
-19.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +1.3% | +1.7% | -0.4% | +0.3% |
| 30D | -9.7% | -4.2% | -5.5% | -7.4% |
| 3M | -23.7% | +8.9% | -32.6% | -27.8% |
| 6M | +26.5% | +10.9% | +15.6% | +18.5% |
| YTD | +57.5% | +21.5% | +36.0% | +39.8% |
| 1Y | +75.7% | +21.9% | +53.8% | +55.4% |
| 3Y | +19.5% | +109.2% | -89.8% | -18.4% |
| All | +82.0% | +101.8% | -19.8% | +32.5% |
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