+6,288.2%
MS vs LSCC
+2,499.6%
+3,788.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.3% |
| 7D | +1.4% | +1.3% | +0.1% | +1.0% |
| 30D | -0.3% | -9.7% | +9.4% | +2.4% |
| 3M | +0.3% | -23.7% | +24.0% | +6.6% |
| 6M | +31.3% | +26.5% | +4.9% | +19.4% |
| YTD | +24.7% | +57.5% | -32.9% | +5.4% |
| 1Y | +47.9% | +75.7% | -27.8% | +20.1% |
| 3Y | +178.3% | +19.5% | +158.9% | +134.3% |
| 5Y | +144.9% | +83.8% | +61.1% | +71.0% |
| 10Y | +804.5% | +1,772.4% | -967.8% | +187.3% |
| All | +6,288.2% | +2,499.6% | +3,788.6% | +1,267.5% |
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 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