+445.3%
MP vs LSCC
+319.3%
+126.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.5% |
| 7D | -2.9% | +1.3% | -4.2% | -3.5% |
| 30D | +13.8% | -9.7% | +23.5% | +19.2% |
| 3M | -16.7% | -23.7% | +7.0% | -6.4% |
| 6M | -11.5% | +26.5% | -38.0% | -22.5% |
| YTD | +7.9% | +57.5% | -49.6% | -16.2% |
| 1Y | -15.0% | +75.7% | -90.7% | -37.8% |
| 3Y | +153.5% | +19.5% | +134.1% | +104.3% |
| 5Y | +58.7% | +83.8% | -25.1% | -6.3% |
| All | +445.3% | +319.3% | +126.0% | +174.7% |
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 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