+254.1%
MP vs LSCC
+280.0%
-25.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.1% | -2.2% | +1.6% |
| 7D | -10.5% | +13.0% | -23.5% | -15.9% |
| 30D | -23.5% | -19.8% | -3.7% | -16.3% |
| 3M | -25.4% | -18.4% | -7.0% | -19.7% |
| 6M | -51.3% | -16.1% | -35.1% | -48.9% |
| YTD | -29.9% | +42.7% | -72.6% | -44.1% |
| 1Y | -31.8% | +68.0% | -99.8% | -49.6% |
| 3Y | +127.0% | +85.8% | +41.1% | +41.8% |
| 5Y | -3.3% | +28.0% | -31.3% | -34.6% |
| All | +254.1% | +280.0% | -25.9% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling