+74.0%
LSCC vs MTCH
+29.6%
+44.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +7.0% | +6.7% | +0.3% | +6.5% |
| 30D | -2.3% | -1.8% | -0.5% | -2.5% |
| 3M | -12.5% | +12.2% | -24.7% | -15.3% |
| 6M | -10.6% | +16.6% | -27.2% | -14.3% |
| YTD | +52.7% | +31.8% | +20.8% | +40.9% |
| 1Y | +74.0% | +30.8% | +43.1% | +61.3% |
| All | +74.0% | +29.6% | +44.4% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling