+29.9%
MCHP vs LSCC
+57.8%
-27.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.5% | -3.9% |
| 7D | -5.4% | +3.0% | -8.3% | -7.3% |
| 30D | -7.5% | -19.3% | +11.7% | +2.9% |
| 3M | -6.0% | -22.3% | +16.2% | +6.1% |
| 6M | -20.1% | -14.6% | -5.5% | -13.7% |
| YTD | +20.2% | +45.8% | -25.5% | -5.0% |
| 1Y | +29.9% | +69.6% | -39.7% | -8.5% |
| All | +29.9% | +57.8% | -27.9% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling