+29.4%
MMM vs LSCC
+82.7%
-53.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.1% |
| 7D | -3.3% | +1.3% | -4.6% | -3.5% |
| 30D | -7.0% | -9.7% | +2.7% | -5.8% |
| 3M | +10.8% | -23.7% | +34.5% | +14.2% |
| 6M | +5.8% | +26.5% | -20.7% | +0.3% |
| YTD | +6.8% | +57.5% | -50.7% | -2.6% |
| 1Y | +10.4% | +75.7% | -65.3% | -1.5% |
| 3Y | +104.7% | +19.5% | +85.2% | +83.7% |
| All | +29.4% | +82.7% | -53.3% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling