-1.5%
MCD vs LSCC
+20.0%
-21.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.5% |
| 7D | -2.8% | +1.3% | -4.1% | -2.8% |
| 30D | -6.0% | -9.7% | +3.7% | -6.2% |
| 3M | -5.6% | -23.7% | +18.1% | -5.8% |
| 6M | -21.9% | +26.5% | -48.3% | -22.1% |
| YTD | -14.7% | +57.5% | -72.2% | -15.1% |
| 1Y | -17.3% | +75.7% | -92.9% | -17.8% |
| All | -1.5% | +20.0% | -21.6% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling