+177.3%
MCD vs LSCC
+1,772.4%
-1,595.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -2.8% | +1.3% | -4.1% | -2.9% |
| 30D | -6.0% | -9.7% | +3.7% | -5.3% |
| 3M | -5.6% | -23.7% | +18.1% | -4.1% |
| 6M | -21.9% | +26.5% | -48.3% | -24.6% |
| YTD | -14.7% | +57.5% | -72.2% | -19.7% |
| 1Y | -17.3% | +75.7% | -92.9% | -23.3% |
| 3Y | -2.2% | +19.5% | -21.6% | -7.8% |
| 5Y | +20.3% | +83.8% | -63.5% | +2.4% |
| All | +177.3% | +1,772.4% | -1,595.1% | +75.3% |
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