+611.0%
MS vs LSCC
+1,155.2%
-544.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.6% | +2.7% | -3.7% |
| 7D | -3.4% | -4.8% | +1.4% | -2.4% |
| 30D | -3.9% | -27.1% | +23.2% | +3.6% |
| 3M | -15.9% | -23.6% | +7.7% | -10.9% |
| 6M | -2.5% | -19.8% | +17.3% | +0.5% |
| YTD | +5.1% | +33.2% | -28.1% | -7.0% |
| 1Y | +13.0% | +55.2% | -42.3% | -4.3% |
| 3Y | +160.7% | +70.1% | +90.6% | +100.2% |
| 5Y | +114.0% | +19.5% | +94.5% | +69.2% |
| All | +611.0% | +1,155.2% | -544.2% | +181.2% |
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