+3,116.5%
MAR vs LSCC
+748.6%
+2,367.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -1.7% |
| 7D | +4.3% | +13.0% | -8.7% | +1.5% |
| 30D | +16.8% | -19.8% | +36.6% | +21.3% |
| 3M | +16.0% | -18.4% | +34.4% | +19.5% |
| 6M | +16.5% | -16.1% | +32.6% | +17.0% |
| YTD | +35.0% | +42.7% | -7.7% | +19.9% |
| 1Y | +49.4% | +68.0% | -18.6% | +27.8% |
| 3Y | +124.1% | +85.8% | +38.2% | +77.5% |
| 5Y | +159.2% | +28.0% | +131.1% | +113.5% |
| 10Y | +553.9% | +1,255.1% | -701.2% | +215.0% |
| All | +3,116.5% | +748.6% | +2,367.8% | +1,099.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling