-18.0%
MOS vs LSCC
+72.9%
-90.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.1% |
| 7D | +9.5% | +1.3% | +8.2% | +9.3% |
| 30D | +10.4% | -9.7% | +20.1% | +11.8% |
| 3M | +12.9% | -23.7% | +36.6% | +16.4% |
| 6M | +1.2% | +26.5% | -25.2% | -5.1% |
| YTD | +9.3% | +57.5% | -48.2% | -1.3% |
| 1Y | -18.0% | +75.7% | -93.7% | -23.0% |
| All | -18.0% | +72.9% | -90.9% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling