+1,673.7%
MOD vs LSCC
+9,994.1%
-8,320.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.3% | -22.7% | -21.8% |
| 7D | -31.3% | +3.0% | -34.3% | -32.1% |
| 30D | -46.1% | -19.3% | -26.8% | -43.0% |
| 3M | -51.1% | -22.3% | -28.9% | -47.8% |
| 6M | -62.1% | -14.6% | -47.5% | -60.3% |
| YTD | -26.2% | +45.8% | -71.9% | -33.0% |
| 1Y | -32.6% | +69.6% | -102.2% | -40.9% |
| 3Y | +133.8% | +86.1% | +47.7% | +96.4% |
| 5Y | +792.8% | +30.7% | +762.0% | +688.7% |
| 10Y | +959.8% | +1,283.9% | -324.1% | +399.8% |
| All | +1,673.7% | +9,994.1% | -8,320.4% | +496.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling