+10,808.2%
LSCC vs MTB
+8,294.1%
+2,514.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.3% | +1.7% | -0.4% | +0.4% |
| 30D | -9.7% | -4.2% | -5.5% | -7.7% |
| 3M | -23.7% | +8.9% | -32.6% | -27.2% |
| 6M | +26.5% | +10.9% | +15.6% | +19.9% |
| YTD | +57.5% | +21.5% | +36.0% | +42.5% |
| 1Y | +75.7% | +21.9% | +53.8% | +58.6% |
| 3Y | +19.5% | +109.2% | -89.8% | -16.9% |
| 5Y | +83.8% | +102.0% | -18.2% | +25.5% |
| 10Y | +1,772.4% | +171.9% | +1,600.4% | +880.1% |
| All | +10,808.2% | +8,294.1% | +2,514.2% | +834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling