+682.5%
MRNA vs LSCC
+1,560.5%
-877.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.8% |
| 7D | +5.5% | +1.3% | +4.2% | +5.0% |
| 30D | +158.7% | -9.7% | +168.4% | +163.6% |
| 3M | +182.1% | -23.7% | +205.8% | +199.2% |
| 6M | +151.8% | +26.5% | +125.3% | +124.6% |
| YTD | +393.6% | +57.5% | +336.0% | +305.4% |
| 1Y | +499.5% | +75.7% | +423.8% | +373.1% |
| 3Y | +29.3% | +19.5% | +9.8% | +7.7% |
| 5Y | -65.1% | +83.8% | -148.8% | -75.3% |
| All | +682.5% | +1,560.5% | -877.9% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling