+13.0%
MS vs LSCC
+55.0%
-42.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.6% | +2.7% | -4.3% |
| 7D | -3.4% | -4.8% | +1.4% | -2.5% |
| 30D | -3.9% | -27.1% | +23.2% | +1.7% |
| 3M | -15.9% | -23.6% | +7.7% | -12.1% |
| 6M | -2.5% | -19.8% | +17.3% | -0.6% |
| YTD | +5.1% | +33.2% | -28.1% | -5.9% |
| 1Y | +13.0% | +55.2% | -42.3% | -4.0% |
| All | +13.0% | +55.0% | -42.1% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling