+1,237.0%
MRNA vs LSCC
+1,658.9%
-421.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.2% | -3.8% |
| 7D | -3.8% | +14.5% | -18.2% | -7.6% |
| 30D | +16.4% | -0.1% | +16.4% | +16.0% |
| 3M | +310.6% | -2.7% | +313.2% | +306.7% |
| 6M | +370.3% | -4.8% | +375.1% | +360.9% |
| YTD | +743.3% | +66.9% | +676.5% | +577.2% |
| 1Y | +841.7% | +85.8% | +755.8% | +631.0% |
| 3Y | +255.0% | +115.6% | +139.4% | +152.1% |
| 5Y | +10.1% | +48.8% | -38.7% | -20.5% |
| All | +1,237.0% | +1,658.9% | -421.8% | +646.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling