+99.6%
MO vs LSCC
+82.7%
+16.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.8% |
| 7D | +0.3% | +1.3% | -1.0% | +0.4% |
| 30D | +0.6% | -9.7% | +10.3% | +0.4% |
| 3M | -1.0% | -23.7% | +22.7% | -1.3% |
| 6M | +4.3% | +26.5% | -22.1% | +4.6% |
| YTD | +23.3% | +57.5% | -34.2% | +23.8% |
| 1Y | +10.5% | +75.7% | -65.2% | +11.0% |
| 3Y | +96.3% | +19.5% | +76.8% | +99.4% |
| All | +99.6% | +82.7% | +16.9% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling