+131.0%
MCHP vs LSCC
+1,398.6%
-1,267.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.4% | -3.0% | +0.8% |
| 7D | -19.2% | +19.3% | -38.5% | -27.1% |
| 30D | -18.6% | -9.6% | -8.9% | -15.3% |
| 3M | -26.9% | -12.4% | -14.5% | -23.2% |
| 6M | -37.2% | -10.5% | -26.8% | -35.2% |
| YTD | -1.8% | +54.8% | -56.6% | -26.6% |
| 1Y | +12.1% | +79.4% | -67.2% | -22.8% |
| 3Y | -10.0% | +109.6% | -119.6% | -46.6% |
| 5Y | -17.3% | +40.4% | -57.6% | -43.3% |
| 10Y | +131.0% | +1,379.1% | -1,248.1% | -37.9% |
| All | +131.0% | +1,398.6% | -1,267.5% | -37.9% |
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