+906.4%
MOD vs LSCC
+1,244.7%
-338.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +2.8% |
| 7D | -25.5% | +13.0% | -38.5% | -29.5% |
| 30D | -49.0% | -19.8% | -29.2% | -44.3% |
| 3M | -49.8% | -18.4% | -31.4% | -45.7% |
| 6M | -64.8% | -16.1% | -48.7% | -62.2% |
| YTD | -27.6% | +42.7% | -70.4% | -36.9% |
| 1Y | -35.2% | +68.0% | -103.2% | -46.6% |
| 3Y | +137.1% | +85.8% | +51.3% | +81.0% |
| 5Y | +760.3% | +28.0% | +732.2% | +593.1% |
| All | +906.4% | +1,244.7% | -338.3% | +346.4% |
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 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