+185.0%
MRVL vs LSCC
+101.3%
+83.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.4% |
| 7D | -10.2% | +5.0% | -15.3% | -12.6% |
| 30D | -43.9% | -11.7% | -32.2% | -39.0% |
| 3M | -26.0% | -13.3% | -12.7% | -18.9% |
| 6M | -9.2% | -12.5% | +3.3% | +3.3% |
| YTD | +82.0% | +51.2% | +30.8% | +46.3% |
| 1Y | +65.9% | +65.9% | 0.0% | +26.0% |
| 3Y | +185.0% | +95.3% | +89.7% | +78.5% |
| All | +185.0% | +101.3% | +83.7% | +78.5% |
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 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