+1,204.0%
MRVL vs LSCC
+1,398.6%
-194.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +8.4% | +1.0% | +4.2% |
| 7D | -9.8% | +19.3% | -29.1% | -19.1% |
| 30D | -43.8% | -9.6% | -34.2% | -40.1% |
| 3M | -29.3% | -12.4% | -16.9% | -23.4% |
| 6M | -9.1% | -10.5% | +1.4% | +0.8% |
| YTD | +82.2% | +54.8% | +27.4% | +42.2% |
| 1Y | +70.3% | +79.4% | -9.1% | +21.5% |
| 3Y | +197.0% | +109.6% | +87.4% | +79.3% |
| 5Y | +115.8% | +40.4% | +75.4% | +59.4% |
| 10Y | +1,204.0% | +1,379.1% | -175.0% | +260.0% |
| All | +1,204.0% | +1,398.6% | -194.5% | +260.0% |
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