+515.5%
MAR vs LSCC
+1,398.6%
-883.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.4% | -8.3% | -1.8% |
| 7D | +0.2% | +19.3% | -19.1% | -4.3% |
| 30D | +14.0% | -9.6% | +23.7% | +15.8% |
| 3M | +18.1% | -12.4% | +30.5% | +20.0% |
| 6M | +18.6% | -10.5% | +29.0% | +17.1% |
| YTD | +35.3% | +54.8% | -19.5% | +13.8% |
| 1Y | +44.5% | +79.4% | -34.9% | +16.4% |
| 3Y | +120.7% | +109.6% | +11.1% | +57.3% |
| 5Y | +164.1% | +40.4% | +123.7% | +97.5% |
| 10Y | +515.5% | +1,379.1% | -863.6% | +138.2% |
| All | +515.5% | +1,398.6% | -883.1% | +138.2% |
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