+127.3%
MAGS vs LSCC
+20.0%
+107.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.9% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | +1.5% | -9.7% | +11.2% | +3.7% |
| 3M | +0.5% | -23.7% | +24.2% | +5.8% |
| 6M | +11.6% | +26.5% | -14.9% | +2.2% |
| YTD | +5.3% | +57.5% | -52.2% | -10.0% |
| 1Y | +14.9% | +75.7% | -60.8% | -5.5% |
| All | +127.3% | +20.0% | +107.3% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling