+92.3%
MA vs LSCC
+26.3%
+66.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -1.4% |
| 7D | +2.3% | +13.0% | -10.7% | +0.7% |
| 30D | +14.7% | -19.8% | +34.5% | +17.4% |
| 3M | +13.5% | -18.4% | +31.9% | +15.5% |
| 6M | +33.1% | -16.1% | +49.2% | +32.8% |
| YTD | +15.1% | +42.7% | -27.7% | +3.8% |
| 1Y | +18.7% | +68.0% | -49.3% | +3.8% |
| 3Y | +72.1% | +85.8% | -13.8% | +37.1% |
| All | +92.3% | +26.3% | +66.0% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling