+554.8%
MA vs LSCC
+1,398.6%
-843.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -8.0% | -1.1% |
| 7D | -0.3% | +19.3% | -19.7% | -4.0% |
| 30D | +11.3% | -9.6% | +21.0% | +12.7% |
| 3M | +16.7% | -12.4% | +29.1% | +18.1% |
| 6M | +32.8% | -10.5% | +43.2% | +31.0% |
| YTD | +15.6% | +54.8% | -39.2% | -1.0% |
| 1Y | +19.6% | +79.4% | -59.8% | -1.4% |
| 3Y | +72.1% | +109.6% | -37.5% | +25.1% |
| 5Y | +96.0% | +40.4% | +55.7% | +48.1% |
| 10Y | +554.8% | +1,379.1% | -824.3% | +138.7% |
| All | +554.8% | +1,398.6% | -843.8% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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