+6.3%
MAGS vs LSCC
+57.8%
-51.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +2.1% |
| 7D | -1.4% | +3.0% | -4.3% | -1.9% |
| 30D | -4.4% | -19.3% | +14.9% | -1.7% |
| 3M | +1.9% | -22.3% | +24.2% | +5.1% |
| 6M | +4.9% | -14.6% | +19.5% | +5.7% |
| YTD | +6.5% | +45.8% | -39.2% | -2.0% |
| 1Y | +6.3% | +69.6% | -63.3% | -5.3% |
| All | +6.3% | +57.8% | -51.5% | -5.3% |
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