+78.8%
MMM vs LSCC
+1,348.6%
-1,269.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +7.0% | +5.0% | +1.9% | +6.0% |
| 30D | +18.4% | -11.7% | +30.1% | +20.0% |
| 3M | +4.5% | -13.3% | +17.8% | +5.9% |
| 6M | +33.4% | -12.5% | +46.0% | +33.5% |
| YTD | +20.0% | +51.2% | -31.2% | +8.6% |
| 1Y | +15.0% | +65.9% | -50.9% | +2.4% |
| 3Y | +165.0% | +95.3% | +69.6% | +118.7% |
| 5Y | +47.9% | +38.6% | +9.3% | +23.5% |
| All | +78.8% | +1,348.6% | -1,269.8% | -12.8% |
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