+1,352.3%
LSCC vs MTCH
+144.3%
+1,208.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.9% |
| 7D | +5.0% | +3.7% | +1.3% | +3.7% |
| 30D | -11.7% | -2.8% | -8.9% | -11.4% |
| 3M | -13.3% | +9.3% | -22.6% | -17.2% |
| 6M | -12.5% | +9.2% | -21.7% | -17.0% |
| YTD | +51.2% | +26.5% | +24.7% | +35.2% |
| 1Y | +65.9% | +22.6% | +43.3% | +50.1% |
| 3Y | +95.3% | +40.8% | +54.6% | +63.6% |
| 5Y | +38.6% | -72.9% | +111.5% | +92.6% |
| 10Y | +1,352.3% | +152.4% | +1,199.9% | +1,265.9% |
| All | +1,352.3% | +144.3% | +1,208.1% | +1,265.9% |
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