+75.6%
MMM vs LSCC
+1,351.6%
-1,276.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.5% |
| 7D | -0.8% | +7.0% | -7.8% | -2.0% |
| 30D | +11.7% | -2.3% | +14.0% | +11.4% |
| 3M | +1.0% | -12.5% | +13.5% | +2.1% |
| 6M | +26.0% | -10.6% | +36.6% | +25.5% |
| YTD | +16.3% | +52.7% | -36.4% | +5.1% |
| 1Y | +9.6% | +74.0% | -64.3% | -3.2% |
| 3Y | +157.3% | +104.8% | +52.5% | +110.5% |
| 5Y | +42.5% | +36.2% | +6.2% | +19.2% |
| All | +75.6% | +1,351.6% | -1,276.0% | -14.5% |
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