+151.6%
MO vs LSCC
+1,486.2%
-1,334.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.4% | -9.0% | +1.1% |
| 7D | -0.8% | +14.5% | -15.3% | -1.1% |
| 30D | +8.0% | -0.1% | +8.1% | +7.9% |
| 3M | +20.9% | -2.7% | +23.6% | +20.8% |
| 6M | +16.3% | -4.8% | +21.1% | +15.9% |
| YTD | +40.7% | +66.9% | -26.1% | +36.0% |
| 1Y | +41.5% | +85.8% | -44.4% | +35.9% |
| 3Y | +141.5% | +115.6% | +25.9% | +124.6% |
| 5Y | +153.1% | +48.8% | +104.3% | +136.8% |
| All | +151.6% | +1,486.2% | -1,334.6% | +74.8% |
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 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