+521.8%
MA vs LSCC
+1,772.4%
-1,250.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.5% |
| 7D | -2.7% | +1.3% | -4.0% | -3.0% |
| 30D | +1.5% | -9.7% | +11.2% | +3.3% |
| 3M | +20.4% | -23.7% | +44.1% | +24.9% |
| 6M | +11.1% | +26.5% | -15.3% | +2.1% |
| YTD | +2.0% | +57.5% | -55.6% | -11.6% |
| 1Y | -2.2% | +75.7% | -77.8% | -18.1% |
| 3Y | +41.9% | +19.5% | +22.4% | +22.2% |
| 5Y | +75.4% | +83.8% | -8.4% | +25.0% |
| All | +521.8% | +1,772.4% | -1,250.5% | +136.8% |
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