+136.1%
MCHP vs LSCC
+1,435.5%
-1,299.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.7% |
| 7D | -4.3% | +21.2% | -25.5% | -14.7% |
| 30D | -16.3% | -1.9% | -14.4% | -17.0% |
| 3M | -21.4% | -8.1% | -13.3% | -19.7% |
| 6M | -35.8% | -5.2% | -30.5% | -35.8% |
| YTD | -0.9% | +61.5% | -62.4% | -27.9% |
| 1Y | +14.5% | +81.3% | -66.8% | -21.7% |
| 3Y | -13.7% | +108.7% | -122.4% | -48.9% |
| 5Y | -16.9% | +44.1% | -61.1% | -44.1% |
| All | +136.1% | +1,435.5% | -1,299.5% | -38.3% |
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