+15.1%
MMM vs LSCC
+68.2%
-53.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -2.1% |
| 7D | +6.2% | +13.0% | -6.8% | +5.0% |
| 30D | +14.2% | -19.8% | +34.0% | +16.6% |
| 3M | +2.9% | -18.4% | +21.3% | +4.5% |
| 6M | +27.6% | -16.1% | +43.7% | +27.3% |
| YTD | +17.3% | +42.7% | -25.5% | +5.8% |
| 1Y | +15.1% | +68.0% | -52.9% | +0.5% |
| All | +15.1% | +68.2% | -53.1% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling