+40.4%
LSCC vs MTCH
-73.8%
+114.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.8% | +8.1% |
| 7D | +19.3% | -6.6% | +25.9% | +22.4% |
| 30D | -9.6% | -4.4% | -5.3% | -8.6% |
| 3M | -12.4% | +6.0% | -18.4% | -16.5% |
| 6M | -10.5% | +7.4% | -17.9% | -16.0% |
| YTD | +54.8% | +24.5% | +30.3% | +33.9% |
| 1Y | +79.4% | +22.3% | +57.1% | +56.6% |
| 3Y | +109.6% | +42.4% | +67.2% | +60.1% |
| 5Y | +40.4% | -73.6% | +113.9% | +205.0% |
| All | +40.4% | -73.8% | +114.1% | +205.0% |
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