+6.1%
MCHP vs LSCC
+85.6%
-79.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.9% |
| 7D | +2.8% | +5.2% | -2.4% | -0.3% |
| 30D | -12.8% | -9.6% | -3.2% | -7.6% |
| 3M | -19.2% | -17.8% | -1.4% | -9.8% |
| 6M | +14.5% | +37.4% | -22.9% | -7.7% |
| YTD | +17.1% | +59.7% | -42.6% | -15.2% |
| 1Y | +15.3% | +76.2% | -60.9% | -22.3% |
| 3Y | +0.5% | +28.2% | -27.7% | -25.3% |
| 5Y | +6.1% | +87.2% | -81.1% | -45.8% |
| All | +6.1% | +85.6% | -79.6% | -45.8% |
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