+1,173.1%
MRVL vs LSCC
+1,351.6%
-178.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.5% | +0.8% | -1.3% |
| 7D | +11.0% | +7.0% | +4.0% | +6.6% |
| 30D | -36.1% | -2.3% | -33.8% | -35.2% |
| 3M | -29.4% | -12.5% | -16.9% | -23.5% |
| 6M | -11.9% | -10.6% | -1.3% | -2.1% |
| YTD | +84.8% | +52.7% | +32.1% | +45.4% |
| 1Y | +79.4% | +74.0% | +5.4% | +30.5% |
| 3Y | +195.7% | +104.8% | +91.0% | +81.2% |
| 5Y | +117.2% | +36.2% | +80.9% | +63.1% |
| All | +1,173.1% | +1,351.6% | -178.4% | +250.0% |
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