+211.3%
MCD vs LSCC
+1,398.6%
-1,187.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.7% | +1.1% |
| 7D | +5.9% | +19.3% | -13.4% | +4.4% |
| 30D | +19.6% | -9.6% | +29.3% | +20.3% |
| 3M | +3.3% | -12.4% | +15.7% | +3.8% |
| 6M | +3.5% | -10.5% | +13.9% | +3.0% |
| YTD | -6.1% | +54.8% | -60.9% | -12.1% |
| 1Y | -3.7% | +79.4% | -83.0% | -11.3% |
| 3Y | +13.4% | +109.6% | -96.2% | -1.5% |
| 5Y | +25.2% | +40.4% | -15.2% | +10.3% |
| 10Y | +211.3% | +1,379.1% | -1,167.8% | +90.4% |
| All | +211.3% | +1,398.6% | -1,187.3% | +90.4% |
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