+35.3%
MAS vs LSCC
+82.7%
-47.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | -0.8% | +1.3% | -2.1% | -1.0% |
| 30D | -5.6% | -9.7% | +4.1% | -3.5% |
| 3M | +4.4% | -23.7% | +28.2% | +9.7% |
| 6M | +7.2% | +26.5% | -19.3% | -1.5% |
| YTD | +16.1% | +57.5% | -41.4% | +0.1% |
| 1Y | +0.1% | +75.7% | -75.6% | -16.8% |
| 3Y | +28.3% | +19.5% | +8.8% | +11.5% |
| All | +35.3% | +82.7% | -47.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling