+634.5%
MRNA vs LSCC
+1,535.2%
-900.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.1% |
| 7D | -8.2% | +0.4% | -8.7% | -8.4% |
| 30D | +125.6% | -9.5% | +135.1% | +129.5% |
| 3M | +197.1% | -13.8% | +210.8% | +202.5% |
| 6M | +148.5% | +24.5% | +124.0% | +122.6% |
| YTD | +363.3% | +55.1% | +308.2% | +282.1% |
| 1Y | +462.0% | +72.5% | +389.5% | +345.9% |
| 3Y | +26.9% | +24.5% | +2.4% | +4.5% |
| 5Y | -69.6% | +81.8% | -151.4% | -78.5% |
| All | +634.5% | +1,535.2% | -900.7% | +321.1% |
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