+160.8%
MMM vs LSCC
+69.3%
+91.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.4% | -2.0% |
| 7D | +5.9% | -4.8% | +10.7% | +6.4% |
| 30D | +14.7% | -27.1% | +41.8% | +19.4% |
| 3M | +3.6% | -23.6% | +27.2% | +6.7% |
| 6M | +32.7% | -19.8% | +52.6% | +34.2% |
| YTD | +18.9% | +33.2% | -14.3% | +10.0% |
| 1Y | +16.4% | +55.2% | -38.9% | +4.8% |
| All | +160.8% | +69.3% | +91.4% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling