+537.5%
MAR vs LSCC
+1,333.6%
-796.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.2% |
| 7D | +2.9% | +5.0% | -2.2% | +1.4% |
| 30D | +17.0% | -11.7% | +28.8% | +19.5% |
| 3M | +23.2% | -13.3% | +36.5% | +25.4% |
| 6M | +21.7% | -12.5% | +34.3% | +20.9% |
| YTD | +38.9% | +51.2% | -12.3% | +17.4% |
| 1Y | +48.7% | +65.9% | -17.2% | +22.3% |
| 3Y | +122.9% | +95.3% | +27.6% | +62.0% |
| 5Y | +177.5% | +38.6% | +138.9% | +107.9% |
| 10Y | +537.5% | +1,352.3% | -814.8% | +147.8% |
| All | +537.5% | +1,333.6% | -796.1% | +147.8% |
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