+222.1%
MAS vs LSCC
+1,155.2%
-933.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.6% | +5.2% | -1.5% |
| 7D | +4.6% | -4.8% | +9.4% | +5.3% |
| 30D | +19.9% | -27.1% | +47.0% | +27.6% |
| 3M | +8.9% | -23.6% | +32.5% | +14.1% |
| 6M | +20.2% | -19.8% | +40.0% | +22.5% |
| YTD | +33.9% | +33.2% | +0.7% | +19.0% |
| 1Y | +34.7% | +55.2% | -20.6% | +14.9% |
| 3Y | +60.4% | +70.1% | -9.7% | +25.5% |
| 5Y | +43.5% | +19.5% | +23.9% | +15.6% |
| All | +222.1% | +1,155.2% | -933.1% | +44.9% |
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