+259.1%
MP vs LSCC
+288.0%
-28.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.3% | -5.7% |
| 7D | -12.5% | +3.0% | -15.5% | -14.3% |
| 30D | -23.3% | -19.3% | -4.1% | -16.3% |
| 3M | -24.4% | -22.3% | -2.1% | -16.8% |
| 6M | -45.8% | -14.6% | -31.2% | -43.6% |
| YTD | -28.9% | +45.8% | -74.7% | -43.9% |
| 1Y | -34.6% | +69.6% | -104.2% | -51.8% |
| 3Y | +118.7% | +86.1% | +32.6% | +36.8% |
| 5Y | -3.1% | +30.7% | -33.8% | -35.0% |
| All | +259.1% | +288.0% | -28.9% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling