+58.1%
MP vs LSCC
+82.7%
-24.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.4% |
| 7D | -2.9% | +1.3% | -4.2% | -3.5% |
| 30D | +13.8% | -9.7% | +23.5% | +19.3% |
| 3M | -16.7% | -23.7% | +7.0% | -6.2% |
| 6M | -11.5% | +26.5% | -38.0% | -22.8% |
| YTD | +7.9% | +57.5% | -49.6% | -16.8% |
| 1Y | -15.0% | +75.7% | -90.7% | -38.4% |
| 3Y | +153.5% | +19.5% | +134.1% | +105.8% |
| All | +58.1% | +82.7% | -24.6% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling