+1,064.4%
MRVL vs LSCC
+198.5%
+865.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +2.0% |
| 7D | -28.1% | +13.0% | -41.1% | -32.6% |
| 30D | -50.4% | -19.8% | -30.6% | -44.3% |
| 3M | -32.9% | -18.4% | -14.5% | -25.5% |
| 6M | -17.9% | -16.1% | -1.8% | -7.0% |
| YTD | +66.4% | +42.7% | +23.7% | +40.9% |
| 1Y | +51.5% | +68.0% | -16.5% | +18.0% |
| 3Y | +177.9% | +85.8% | +92.0% | +96.3% |
| 5Y | +100.0% | +28.0% | +72.0% | +71.0% |
| 10Y | +1,108.1% | +1,255.1% | -147.0% | +209.3% |
| All | +1,064.4% | +198.5% | +865.9% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling