+35.3%
MET vs LSCC
+73.4%
-38.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.4% | -5.0% | +3.0% |
| 7D | +1.3% | +19.3% | -18.0% | +0.5% |
| 30D | +4.0% | -9.6% | +13.7% | +4.4% |
| 3M | +4.6% | -12.4% | +17.0% | +5.1% |
| 6M | +32.8% | -10.5% | +43.3% | +30.5% |
| YTD | +32.3% | +54.8% | -22.5% | +16.2% |
| All | +35.3% | +73.4% | -38.1% | +15.6% |
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