+10.7%
MO vs LSCC
+75.5%
-64.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.9% |
| 7D | -2.0% | +5.2% | -7.2% | -1.4% |
| 30D | -0.3% | -9.6% | +9.4% | -1.4% |
| 3M | -2.9% | -17.8% | +14.8% | -3.8% |
| 6M | +5.8% | +37.4% | -31.7% | +8.4% |
| YTD | +22.0% | +59.7% | -37.7% | +28.1% |
| 1Y | +10.7% | +76.2% | -65.5% | +19.3% |
| All | +10.7% | +75.5% | -64.8% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling