+321.2%
MOD vs LSCC
+20.0%
+301.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.2% |
| 7D | +9.6% | +1.3% | +8.3% | +8.7% |
| 30D | 0.0% | -9.7% | +9.7% | +5.7% |
| 3M | -35.4% | -23.7% | -11.7% | -25.5% |
| 6M | -7.3% | +26.5% | -33.8% | -17.2% |
| YTD | +45.8% | +57.5% | -11.7% | +15.1% |
| 1Y | +43.1% | +75.7% | -32.5% | +6.7% |
| All | +321.2% | +20.0% | +301.1% | +224.7% |
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