+5,626.0%
MS vs LSCC
+2,305.6%
+3,320.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +3.9% |
| 7D | +2.6% | +3.0% | -0.3% | +1.5% |
| 30D | +2.6% | -19.3% | +21.9% | +8.3% |
| 3M | -10.1% | -22.3% | +12.2% | -4.8% |
| 6M | +4.4% | -14.6% | +19.0% | +5.9% |
| YTD | +11.7% | +45.8% | -34.0% | -4.4% |
| 1Y | +20.9% | +69.6% | -48.7% | -1.2% |
| 3Y | +177.1% | +86.1% | +91.0% | +104.7% |
| 5Y | +127.7% | +30.7% | +97.0% | +74.2% |
| 10Y | +684.1% | +1,283.9% | -599.8% | +171.4% |
| All | +5,626.0% | +2,305.6% | +3,320.4% | +1,139.8% |
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