+14.9%
MAGS vs LSCC
+72.9%
-58.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +1.5% | -9.7% | +11.2% | +3.0% |
| 3M | +0.5% | -23.7% | +24.2% | +4.0% |
| 6M | +11.6% | +26.5% | -14.9% | +5.1% |
| YTD | +5.3% | +57.5% | -52.2% | -5.1% |
| 1Y | +14.9% | +75.7% | -60.8% | +3.5% |
| All | +14.9% | +72.9% | -58.0% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling