+1,293.1%
MRVL vs LSCC
+1,498.6%
-205.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +10.4% | -1.0% | +2.9% |
| 7D | +5.6% | +14.5% | -8.8% | -2.1% |
| 30D | -36.5% | -0.1% | -36.5% | -36.4% |
| 3M | -20.5% | -2.7% | -17.8% | -19.3% |
| 6M | -1.1% | -4.8% | +3.7% | +5.5% |
| YTD | +99.0% | +66.9% | +32.1% | +48.2% |
| 1Y | +89.3% | +85.8% | +3.4% | +32.0% |
| 3Y | +211.6% | +115.6% | +96.1% | +84.6% |
| 5Y | +134.0% | +48.8% | +85.2% | +66.3% |
| 10Y | +1,293.1% | +1,490.3% | -197.2% | +262.5% |
| All | +1,293.1% | +1,498.6% | -205.5% | +262.5% |
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