-62.1%
MOD vs LSCC
-12.1%
-50.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.3% | -22.7% | -22.3% |
| 7D | -31.3% | +3.0% | -34.3% | -33.1% |
| 30D | -46.1% | -19.3% | -26.8% | -37.8% |
| 3M | -51.1% | -22.3% | -28.9% | -42.4% |
| 6M | -62.1% | -14.6% | -47.5% | -58.3% |
| All | -62.1% | -12.1% | -50.0% | -58.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling