+1,351.6%
LSCC vs MTCH
+142.9%
+1,208.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | +7.0% | +6.7% | +0.3% | +4.7% |
| 30D | -2.3% | -1.8% | -0.5% | -2.2% |
| 3M | -12.5% | +12.2% | -24.7% | -17.1% |
| 6M | -10.6% | +16.6% | -27.2% | -17.0% |
| YTD | +52.7% | +31.8% | +20.8% | +34.7% |
| 1Y | +74.0% | +30.8% | +43.1% | +53.9% |
| 3Y | +104.8% | +49.6% | +55.2% | +67.9% |
| 5Y | +36.2% | -70.3% | +106.6% | +84.6% |
| All | +1,351.6% | +142.9% | +1,208.7% | +1,248.5% |
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