+211.7%
MCD vs LSCC
+1,244.7%
-1,033.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.7% | -1.1% |
| 7D | +7.1% | +13.0% | -5.8% | +6.0% |
| 30D | +19.8% | -19.8% | +39.6% | +21.5% |
| 3M | +0.8% | -18.4% | +19.2% | +1.9% |
| 6M | -1.3% | -16.1% | +14.8% | -1.4% |
| YTD | -7.8% | +42.7% | -50.5% | -13.1% |
| 1Y | -5.0% | +68.0% | -73.0% | -12.0% |
| 3Y | +10.5% | +85.8% | -75.3% | -2.8% |
| 5Y | +22.0% | +28.0% | -6.1% | +8.3% |
| All | +211.7% | +1,244.7% | -1,033.0% | +92.1% |
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