+78.8%
MET vs LSCC
+81.4%
-2.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -2.4% |
| 7D | -1.2% | +13.0% | -14.1% | -2.8% |
| 30D | +3.2% | -19.8% | +23.0% | +5.8% |
| 3M | -1.1% | -18.4% | +17.3% | +0.8% |
| 6M | +25.0% | -16.1% | +41.1% | +24.8% |
| YTD | +27.9% | +42.7% | -14.9% | +15.0% |
| 1Y | +32.9% | +68.0% | -35.1% | +15.9% |
| 3Y | +78.8% | +85.8% | -7.1% | +41.4% |
| All | +78.8% | +81.4% | -2.6% | +41.4% |
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