+120.9%
MPC vs LSCC
+72.9%
+48.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.2% |
| 7D | +5.4% | +1.3% | +4.1% | +5.4% |
| 30D | +31.0% | -9.7% | +40.6% | +31.5% |
| 3M | +46.0% | -23.7% | +69.7% | +47.5% |
| 6M | +77.3% | +26.5% | +50.8% | +70.7% |
| YTD | +141.9% | +57.5% | +84.4% | +121.3% |
| 1Y | +120.9% | +75.7% | +45.2% | +102.0% |
| All | +120.9% | +72.9% | +48.0% | +102.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling