+43.4%
MMM vs LSCC
+33.9%
+9.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.2% |
| 7D | -0.4% | +7.0% | -7.4% | -1.5% |
| 30D | +12.1% | -2.3% | +14.4% | +11.9% |
| 3M | +1.4% | -12.5% | +13.9% | +2.5% |
| 6M | +26.6% | -10.6% | +37.2% | +26.1% |
| YTD | +16.8% | +52.7% | -35.9% | +6.1% |
| 1Y | +10.1% | +74.0% | -63.9% | -2.2% |
| 3Y | +158.4% | +104.8% | +53.6% | +112.1% |
| All | +43.4% | +33.9% | +9.4% | +14.8% |
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 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