+153.3%
MP vs LSCC
+20.0%
+133.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.6% |
| 7D | -2.9% | +1.3% | -4.2% | -3.4% |
| 30D | +13.8% | -9.7% | +23.5% | +18.4% |
| 3M | -16.7% | -23.7% | +7.0% | -8.0% |
| 6M | -11.5% | +26.5% | -38.0% | -20.3% |
| YTD | +7.9% | +57.5% | -49.6% | -11.7% |
| 1Y | -15.0% | +75.7% | -90.7% | -33.6% |
| All | +153.3% | +20.0% | +133.2% | +112.7% |
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