+889.0%
MSFT vs LSCC
+1,244.7%
-355.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -2.6% |
| 7D | +1.7% | +13.0% | -11.3% | -1.4% |
| 30D | +0.2% | -19.8% | +20.0% | +4.8% |
| 3M | +6.4% | -18.4% | +24.8% | +10.1% |
| 6M | +28.7% | -16.1% | +44.8% | +29.6% |
| YTD | +10.4% | +42.7% | -32.3% | -4.8% |
| 1Y | +7.6% | +68.0% | -60.4% | -11.4% |
| 3Y | +52.3% | +85.8% | -33.5% | +12.2% |
| 5Y | +64.5% | +28.0% | +36.5% | +26.4% |
| All | +889.0% | +1,244.7% | -355.7% | +283.9% |
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