+553.1%
MA vs LSCC
+1,244.7%
-691.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -1.9% |
| 7D | +2.3% | +13.0% | -10.7% | -0.3% |
| 30D | +14.7% | -19.8% | +34.5% | +18.8% |
| 3M | +13.5% | -18.4% | +31.9% | +16.5% |
| 6M | +33.1% | -16.1% | +49.2% | +32.9% |
| YTD | +15.1% | +42.7% | -27.7% | +0.1% |
| 1Y | +18.7% | +68.0% | -49.3% | -0.8% |
| 3Y | +72.1% | +85.8% | -13.8% | +28.5% |
| 5Y | +92.8% | +28.0% | +64.8% | +48.5% |
| All | +553.1% | +1,244.7% | -691.6% | +144.0% |
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