-15.6%
MOS vs LSCC
+57.8%
-73.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.3% | +16.1% | +17.2% |
| 7D | +17.9% | +3.0% | +15.0% | +17.5% |
| 30D | +1.6% | -19.3% | +20.8% | +4.0% |
| 3M | -4.0% | -22.3% | +18.3% | -1.3% |
| 6M | -4.1% | -14.6% | +10.5% | -4.1% |
| YTD | -7.8% | +45.8% | -53.6% | -16.2% |
| 1Y | -15.6% | +69.6% | -85.2% | -26.9% |
| All | -15.6% | +57.8% | -73.4% | -26.9% |
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 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