+10,370.6%
LSCC vs MTB
+7,621.0%
+2,749.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -1.8% |
| 7D | +5.0% | -0.7% | +5.7% | +5.5% |
| 30D | -11.7% | +1.4% | -13.2% | -12.4% |
| 3M | -13.3% | -11.6% | -1.7% | -7.9% |
| 6M | -12.5% | +5.4% | -17.9% | -15.3% |
| YTD | +51.2% | +11.7% | +39.5% | +42.5% |
| 1Y | +65.9% | +20.5% | +45.3% | +50.6% |
| 3Y | +95.3% | +104.5% | -9.2% | +38.1% |
| 5Y | +38.6% | +65.1% | -26.5% | +5.0% |
| 10Y | +1,352.3% | +119.5% | +1,232.8% | +749.7% |
| All | +10,370.6% | +7,621.0% | +2,749.5% | +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