+9.0%
MSFT vs LSCC
+57.8%
-48.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.6% |
| 7D | +4.7% | +3.0% | +1.7% | +4.5% |
| 30D | +5.8% | -19.3% | +25.1% | +6.3% |
| 3M | +13.0% | -22.3% | +35.3% | +13.6% |
| 6M | +34.9% | -14.6% | +49.5% | +34.0% |
| YTD | +15.7% | +45.8% | -30.1% | +12.5% |
| 1Y | +9.0% | +69.6% | -60.7% | +5.8% |
| All | +9.0% | +57.8% | -48.9% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling