+1,209.8%
MET vs LSCC
+298.8%
+911.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | +1.2% | +1.3% | -0.2% | +0.8% |
| 30D | +1.4% | -9.7% | +11.1% | +3.6% |
| 3M | +17.7% | -23.7% | +41.4% | +22.9% |
| 6M | +35.0% | +26.5% | +8.5% | +23.8% |
| YTD | +26.3% | +57.5% | -31.2% | +9.3% |
| 1Y | +22.8% | +75.7% | -52.9% | +2.7% |
| 3Y | +65.9% | +19.5% | +46.5% | +42.4% |
| 5Y | +85.4% | +83.8% | +1.6% | +34.7% |
| 10Y | +253.7% | +1,772.4% | -1,518.7% | +32.3% |
| All | +1,209.8% | +298.8% | +911.0% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling