+73.2%
MAR vs LSCC
+24.1%
+49.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -4.2% | +1.3% | -5.5% | -4.4% |
| 30D | -6.7% | -9.7% | +3.0% | -5.3% |
| 3M | -12.5% | -23.7% | +11.2% | -9.7% |
| 6M | +0.6% | +26.5% | -25.9% | -6.1% |
| YTD | +9.1% | +57.5% | -48.4% | -2.7% |
| 1Y | +26.2% | +75.7% | -49.5% | +9.3% |
| All | +73.2% | +24.1% | +49.1% | +45.6% |
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