-13.2%
MCHP vs LSCC
+99.6%
-112.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.8% | +2.5% |
| 7D | +5.7% | +7.0% | -1.3% | +1.2% |
| 30D | -13.4% | -2.3% | -11.1% | -14.0% |
| 3M | -20.1% | -12.5% | -7.6% | -15.9% |
| 6M | -35.5% | -10.6% | -24.9% | -33.4% |
| YTD | -1.6% | +52.7% | -54.2% | -28.4% |
| 1Y | +15.5% | +74.0% | -58.5% | -22.5% |
| 3Y | -13.2% | +104.8% | -118.0% | -53.3% |
| All | -13.2% | +99.6% | -112.8% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling