+622.3%
MSCI vs LSCC
+1,772.4%
-1,150.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +0.6% | -9.7% | +10.2% | +2.7% |
| 3M | -7.1% | -23.7% | +16.6% | -3.3% |
| 6M | +0.8% | +26.5% | -25.7% | -9.2% |
| YTD | +1.0% | +57.5% | -56.5% | -15.4% |
| 1Y | +4.3% | +75.7% | -71.4% | -16.2% |
| 3Y | +9.9% | +19.5% | -9.5% | -8.5% |
| 5Y | -6.8% | +83.8% | -90.5% | -36.3% |
| All | +622.3% | +1,772.4% | -1,150.1% | +174.7% |
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