+177.9%
MRVL vs LSCC
+81.4%
+96.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +1.0% |
| 7D | -28.1% | +13.0% | -41.1% | -33.9% |
| 30D | -50.4% | -19.8% | -30.6% | -42.6% |
| 3M | -32.9% | -18.4% | -14.5% | -23.5% |
| 6M | -17.9% | -16.1% | -1.8% | -3.8% |
| YTD | +66.4% | +42.7% | +23.7% | +39.0% |
| 1Y | +51.5% | +68.0% | -16.5% | +14.5% |
| 3Y | +177.9% | +85.8% | +92.0% | +81.9% |
| All | +177.9% | +81.4% | +96.5% | +81.9% |
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