+127.7%
MS vs LSCC
+36.2%
+91.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +3.9% |
| 7D | +2.6% | +3.0% | -0.3% | +1.7% |
| 30D | +2.6% | -19.3% | +21.9% | +7.3% |
| 3M | -10.1% | -22.3% | +12.2% | -5.6% |
| 6M | +4.4% | -14.6% | +19.0% | +5.7% |
| YTD | +11.7% | +45.8% | -34.0% | -2.2% |
| 1Y | +20.9% | +69.6% | -48.7% | +1.8% |
| 3Y | +177.1% | +86.1% | +91.0% | +111.8% |
| 5Y | +127.7% | +30.7% | +97.0% | +70.4% |
| All | +127.7% | +36.2% | +91.5% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling