+209.9%
MET vs LSCC
+1,398.6%
-1,188.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.4% | -5.0% | +1.9% |
| 7D | +1.3% | +19.3% | -18.0% | -2.2% |
| 30D | +4.0% | -9.6% | +13.7% | +5.3% |
| 3M | +4.6% | -12.4% | +17.0% | +6.0% |
| 6M | +32.8% | -10.5% | +43.3% | +31.5% |
| YTD | +32.3% | +54.8% | -22.5% | +15.2% |
| 1Y | +37.1% | +79.4% | -42.2% | +15.5% |
| 3Y | +86.8% | +109.6% | -22.8% | +42.8% |
| 5Y | +87.4% | +40.4% | +47.0% | +47.2% |
| 10Y | +209.9% | +1,379.1% | -1,169.2% | +36.8% |
| All | +209.9% | +1,398.6% | -1,188.6% | +36.8% |
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 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