+30.4%
MRNA vs LSCC
+27.3%
+3.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.0% |
| 7D | -9.0% | +5.2% | -14.2% | -10.4% |
| 30D | +137.2% | -9.6% | +146.8% | +142.3% |
| 3M | +194.8% | -17.8% | +212.6% | +206.4% |
| 6M | +167.2% | +37.4% | +129.8% | +123.3% |
| YTD | +375.9% | +59.7% | +316.2% | +267.0% |
| 1Y | +465.2% | +76.2% | +388.9% | +315.6% |
| 3Y | +30.4% | +28.2% | +2.2% | -6.2% |
| All | +30.4% | +27.3% | +3.1% | -6.2% |
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