+167.0%
MPC vs LSCC
+69.3%
+97.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.6% | +4.7% | -2.9% |
| 7D | -12.8% | -4.8% | -7.9% | -12.4% |
| 30D | -12.7% | -27.1% | +14.4% | -9.6% |
| 3M | +27.1% | -23.6% | +50.7% | +30.4% |
| 6M | +45.8% | -19.8% | +65.6% | +46.7% |
| YTD | +134.7% | +33.2% | +101.5% | +112.7% |
| 1Y | +106.0% | +55.2% | +50.8% | +80.7% |
| All | +167.0% | +69.3% | +97.7% | +111.0% |
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 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