+134.5%
MO vs LSCC
+81.4%
+53.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -1.3% |
| 7D | -2.4% | +13.0% | -15.4% | -1.4% |
| 30D | +9.7% | -19.8% | +29.5% | +8.3% |
| 3M | +14.1% | -18.4% | +32.5% | +13.1% |
| 6M | +11.9% | -16.1% | +28.0% | +11.5% |
| YTD | +38.4% | +42.7% | -4.3% | +41.5% |
| 1Y | +41.9% | +68.0% | -26.1% | +46.2% |
| 3Y | +134.5% | +85.8% | +48.7% | +140.4% |
| All | +134.5% | +81.4% | +53.1% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling