-24.5%
MOS vs LSCC
+69.3%
-93.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.6% | +11.9% | +4.5% |
| 7D | +22.5% | -4.8% | +27.3% | +23.0% |
| 30D | +6.6% | -27.1% | +33.7% | +11.1% |
| 3M | -3.8% | -23.6% | +19.8% | -0.8% |
| 6M | -2.2% | -19.8% | +17.6% | -1.0% |
| YTD | -4.8% | +33.2% | -38.0% | -11.9% |
| 1Y | -11.7% | +55.2% | -66.9% | -20.6% |
| All | -24.5% | +69.3% | -93.8% | -38.5% |
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