+22.6%
MCD vs LSCC
+18.7%
+3.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.6% | +7.8% | -0.6% |
| 7D | +8.0% | -4.8% | +12.9% | +8.1% |
| 30D | +19.6% | -27.1% | +46.7% | +20.3% |
| 3M | +2.2% | -23.6% | +25.8% | +2.6% |
| 6M | -1.1% | -19.8% | +18.7% | -1.3% |
| YTD | -7.2% | +33.2% | -40.5% | -9.6% |
| 1Y | -6.7% | +55.2% | -61.9% | -9.8% |
| 3Y | +11.6% | +70.1% | -58.5% | +5.1% |
| 5Y | +22.6% | +19.5% | +3.1% | +14.4% |
| All | +22.6% | +18.7% | +3.9% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling