+80.3%
MMM vs LSCC
+1,244.7%
-1,164.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -2.5% |
| 7D | +6.2% | +13.0% | -6.8% | +4.1% |
| 30D | +14.2% | -19.8% | +34.0% | +17.6% |
| 3M | +2.9% | -18.4% | +21.3% | +5.3% |
| 6M | +27.6% | -16.1% | +43.7% | +28.4% |
| YTD | +17.3% | +42.7% | -25.5% | +7.2% |
| 1Y | +15.1% | +68.0% | -52.9% | +2.3% |
| 3Y | +157.1% | +85.8% | +71.3% | +113.9% |
| 5Y | +45.1% | +28.0% | +17.1% | +22.7% |
| All | +80.3% | +1,244.7% | -1,164.4% | -12.2% |
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