+502.3%
MKSI vs LSCC
+1,847.8%
-1,345.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | +4.9% | +0.4% | +4.4% | +4.6% |
| 30D | -11.0% | -9.5% | -1.5% | -5.2% |
| 3M | -17.1% | -13.8% | -3.3% | -7.8% |
| 6M | +16.4% | +24.5% | -8.1% | +3.7% |
| YTD | +64.3% | +55.1% | +9.2% | +27.4% |
| 1Y | +137.7% | +72.5% | +65.2% | +72.8% |
| 3Y | +189.1% | +24.5% | +164.6% | +137.1% |
| 5Y | +83.1% | +81.8% | +1.3% | +17.8% |
| All | +502.3% | +1,847.8% | -1,345.4% | +51.0% |
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