-7.5%
MSCI vs LSCC
+82.7%
-90.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 3M | -7.1% | -23.7% | +16.6% | -3.8% |
| 6M | +0.8% | +26.5% | -25.7% | -8.2% |
| YTD | +1.0% | +57.5% | -56.5% | -13.9% |
| 1Y | +4.3% | +75.7% | -71.4% | -14.5% |
| 3Y | +9.9% | +19.5% | -9.5% | -3.6% |
| All | -7.5% | +82.7% | -90.2% | -40.4% |
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