+124.1%
MAR vs LSCC
+81.4%
+42.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -1.2% |
| 7D | +4.3% | +13.0% | -8.7% | +2.3% |
| 30D | +16.8% | -19.8% | +36.6% | +20.2% |
| 3M | +16.0% | -18.4% | +34.4% | +18.6% |
| 6M | +16.5% | -16.1% | +32.6% | +16.4% |
| YTD | +35.0% | +42.7% | -7.7% | +20.5% |
| 1Y | +49.4% | +68.0% | -18.6% | +28.8% |
| 3Y | +124.1% | +85.8% | +38.2% | +78.7% |
| All | +124.1% | +81.4% | +42.7% | +78.7% |
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