+103.0%
MO vs LSCC
+1,791.9%
-1,689.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -2.0% | +5.2% | -7.2% | -2.2% |
| 30D | -0.3% | -9.6% | +9.4% | 0.0% |
| 3M | -2.9% | -17.8% | +14.8% | -2.5% |
| 6M | +5.8% | +37.4% | -31.7% | +3.5% |
| YTD | +22.0% | +59.7% | -37.7% | +18.3% |
| 1Y | +10.7% | +76.2% | -65.5% | +6.5% |
| 3Y | +94.4% | +28.2% | +66.2% | +88.5% |
| 5Y | +97.2% | +87.2% | +10.0% | +79.2% |
| 10Y | +103.0% | +1,795.0% | -1,692.0% | +44.6% |
| All | +103.0% | +1,791.9% | -1,689.0% | +44.6% |
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