+72.9%
MA vs LSCC
+69.3%
+3.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.6% | +6.1% | -2.2% |
| 7D | +3.2% | -4.8% | +8.0% | +3.3% |
| 30D | +15.9% | -27.1% | +43.0% | +17.4% |
| 3M | +15.2% | -23.6% | +38.8% | +16.2% |
| 6M | +32.4% | -19.8% | +52.2% | +31.9% |
| YTD | +15.6% | +33.2% | -17.6% | +9.5% |
| 1Y | +19.3% | +55.2% | -35.9% | +11.3% |
| All | +72.9% | +69.3% | +3.6% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling