+15.3%
MCHP vs LSCC
+75.5%
-60.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.8% |
| 7D | +2.8% | +5.2% | -2.4% | -0.1% |
| 30D | -12.8% | -9.6% | -3.2% | -8.1% |
| 3M | -19.2% | -17.8% | -1.4% | -10.5% |
| 6M | +14.5% | +37.4% | -22.9% | -2.0% |
| YTD | +17.1% | +59.7% | -42.6% | -8.9% |
| 1Y | +15.3% | +76.2% | -60.9% | -10.9% |
| All | +15.3% | +75.5% | -60.2% | -10.9% |
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 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