+135.5%
MO vs LSCC
+1,398.6%
-1,263.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.4% | -8.9% | -0.6% |
| 7D | -1.8% | +19.3% | -21.1% | -2.2% |
| 30D | +5.8% | -9.6% | +15.4% | +6.0% |
| 3M | +12.7% | -12.4% | +25.1% | +12.9% |
| 6M | +14.8% | -10.5% | +25.2% | +14.4% |
| YTD | +37.8% | +54.8% | -16.9% | +33.5% |
| 1Y | +39.5% | +79.4% | -39.9% | +33.9% |
| 3Y | +136.1% | +109.6% | +26.5% | +119.0% |
| 5Y | +148.5% | +40.4% | +108.2% | +132.5% |
| 10Y | +135.5% | +1,379.1% | -1,243.6% | +63.2% |
| All | +135.5% | +1,398.6% | -1,263.0% | +63.2% |
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 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