+500.9%
MAR vs LSCC
+1,435.5%
-934.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.3% |
| 7D | +1.8% | +21.2% | -19.5% | -3.1% |
| 30D | +14.3% | -1.9% | +16.2% | +13.6% |
| 3M | +20.0% | -8.1% | +28.1% | +20.4% |
| 6M | +21.7% | -5.2% | +27.0% | +18.4% |
| YTD | +37.7% | +61.5% | -23.8% | +14.5% |
| 1Y | +46.8% | +81.3% | -34.5% | +18.0% |
| 3Y | +121.0% | +108.7% | +12.3% | +57.9% |
| 5Y | +183.1% | +44.1% | +138.9% | +110.2% |
| All | +500.9% | +1,435.5% | -934.6% | +128.2% |
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