+1,355.9%
MAS vs LSCC
+10,957.9%
-9,602.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.7% |
| 7D | +1.0% | +5.2% | -4.2% | +0.1% |
| 30D | -8.1% | -9.6% | +1.6% | -6.6% |
| 3M | +3.3% | -17.8% | +21.1% | +6.0% |
| 6M | +12.4% | +37.4% | -25.0% | +4.5% |
| YTD | +13.3% | +59.7% | -46.4% | +1.9% |
| 1Y | -4.7% | +76.2% | -80.9% | -16.3% |
| 3Y | +33.0% | +28.2% | +4.8% | +18.4% |
| 5Y | +33.9% | +87.2% | -53.3% | +8.5% |
| 10Y | +135.4% | +1,795.0% | -1,659.6% | +21.9% |
| All | +1,355.9% | +10,957.9% | -9,602.0% | +360.7% |
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 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