+43.1%
MOD vs LSCC
+72.9%
-29.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.0% |
| 7D | +9.6% | +1.3% | +8.3% | +8.6% |
| 30D | 0.0% | -9.7% | +9.7% | +6.7% |
| 3M | -35.4% | -23.7% | -11.7% | -24.0% |
| 6M | -7.3% | +26.5% | -33.8% | -18.0% |
| YTD | +45.8% | +57.5% | -11.7% | +13.0% |
| 1Y | +43.1% | +75.7% | -32.5% | +7.0% |
| All | +43.1% | +72.9% | -29.7% | +7.0% |
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