+1,830.6%
LSCC vs MTCH
+188.8%
+1,641.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +1.4% | -2.4% | +3.8% | +2.2% |
| 30D | -10.0% | +12.8% | -22.8% | -14.2% |
| 3M | -16.1% | +20.0% | -36.0% | -22.1% |
| 6M | +27.4% | +34.7% | -7.3% | +13.2% |
| YTD | +56.9% | +30.6% | +26.3% | +40.3% |
| 1Y | +74.6% | +10.9% | +63.6% | +65.5% |
| 3Y | +26.0% | -2.0% | +28.0% | +20.6% |
| 5Y | +86.1% | -72.6% | +158.8% | +156.7% |
| 10Y | +1,830.6% | +197.9% | +1,632.7% | +1,761.5% |
| All | +1,830.6% | +188.8% | +1,641.8% | +1,761.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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