+87.2%
LSCC vs MTCH
-73.0%
+160.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.2% |
| 7D | +5.2% | -1.8% | +7.0% | +6.1% |
| 30D | -9.6% | +10.4% | -20.1% | -14.3% |
| 3M | -17.8% | +21.0% | -38.8% | -26.0% |
| 6M | +37.4% | +36.6% | +0.8% | +16.3% |
| YTD | +59.7% | +29.7% | +30.0% | +37.6% |
| 1Y | +76.2% | +8.6% | +67.6% | +65.5% |
| 3Y | +28.2% | -2.7% | +30.9% | +21.0% |
| 5Y | +87.2% | -72.9% | +160.1% | +241.8% |
| All | +87.2% | -73.0% | +160.2% | +241.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling