+15,692.2%
MA vs LSCC
+1,601.9%
+14,090.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.6% | +6.1% | -0.6% |
| 7D | +3.2% | -4.8% | +8.0% | +3.9% |
| 30D | +15.9% | -27.1% | +43.0% | +23.2% |
| 3M | +15.2% | -23.6% | +38.8% | +20.3% |
| 6M | +32.4% | -19.8% | +52.2% | +33.6% |
| YTD | +15.6% | +33.2% | -17.6% | +1.7% |
| 1Y | +19.3% | +55.2% | -35.9% | +0.9% |
| 3Y | +73.0% | +70.1% | +2.9% | +31.9% |
| 5Y | +93.7% | +19.5% | +74.2% | +52.3% |
| 10Y | +575.0% | +1,164.9% | -589.9% | +169.7% |
| All | +15,692.2% | +1,601.9% | +14,090.2% | +3,583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling