-22.7%
MCHP vs LSCC
+26.3%
-49.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +7.1% | -17.2% | -14.2% |
| 7D | -24.6% | +13.0% | -37.5% | -30.3% |
| 30D | -25.2% | -19.8% | -5.4% | -16.2% |
| 3M | -21.1% | -18.4% | -2.7% | -13.1% |
| 6M | -42.7% | -16.1% | -26.6% | -38.6% |
| YTD | -6.9% | +42.7% | -49.6% | -29.4% |
| 1Y | +0.9% | +68.0% | -67.1% | -31.0% |
| 3Y | -16.2% | +85.8% | -102.1% | -50.8% |
| All | -22.7% | +26.3% | -49.0% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling