+116.3%
MP vs LSCC
+69.3%
+47.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.6% | +2.6% | -2.6% |
| 7D | -19.0% | -4.8% | -14.1% | -17.8% |
| 30D | -30.5% | -27.1% | -3.4% | -21.8% |
| 3M | -29.6% | -23.6% | -6.0% | -22.8% |
| 6M | -50.4% | -19.8% | -30.6% | -47.1% |
| YTD | -33.2% | +33.2% | -66.4% | -42.6% |
| 1Y | -38.6% | +55.2% | -93.8% | -50.1% |
| All | +116.3% | +69.3% | +47.0% | +49.7% |
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