+183.5%
MAGS vs LSCC
+13.0%
+170.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | -0.6% |
| 7D | -1.4% | +13.0% | -14.3% | -4.2% |
| 30D | -8.4% | -19.8% | +11.5% | -4.2% |
| 3M | -1.5% | -18.4% | +16.9% | +2.0% |
| 6M | -1.4% | -16.1% | +14.8% | -0.1% |
| YTD | +2.4% | +42.7% | -40.3% | -10.6% |
| 1Y | +3.5% | +68.0% | -64.5% | -13.6% |
| 3Y | +125.3% | +85.8% | +39.4% | +73.3% |
| All | +183.5% | +13.0% | +170.5% | +128.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling