+21.6%
MCD vs LSCC
+82.7%
-61.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.6% |
| 7D | -2.8% | +1.3% | -4.1% | -2.9% |
| 30D | -6.0% | -9.7% | +3.7% | -5.8% |
| 3M | -5.6% | -23.7% | +18.1% | -5.0% |
| 6M | -21.9% | +26.5% | -48.3% | -23.2% |
| YTD | -14.7% | +57.5% | -72.2% | -17.2% |
| 1Y | -17.3% | +75.7% | -92.9% | -20.3% |
| 3Y | -2.2% | +19.5% | -21.6% | -3.9% |
| All | +21.6% | +82.7% | -61.1% | +7.6% |
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