+124.3%
MOD vs LSCC
+69.3%
+55.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.6% | +1.3% | -2.4% |
| 7D | -34.2% | -4.8% | -29.3% | -32.8% |
| 30D | -51.9% | -27.1% | -24.8% | -42.9% |
| 3M | -53.0% | -23.6% | -29.4% | -45.9% |
| 6M | -66.4% | -19.8% | -46.5% | -62.2% |
| YTD | -31.5% | +33.2% | -64.8% | -41.9% |
| 1Y | -39.6% | +55.2% | -94.8% | -52.3% |
| All | +124.3% | +69.3% | +55.0% | +51.9% |
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