+7.6%
MSFT vs LSCC
+68.2%
-60.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.3% |
| 7D | +1.7% | +13.0% | -11.3% | +1.2% |
| 30D | +0.2% | -19.8% | +20.0% | +0.7% |
| 3M | +6.4% | -18.4% | +24.8% | +6.8% |
| 6M | +28.7% | -16.1% | +44.8% | +28.0% |
| YTD | +10.4% | +42.7% | -32.3% | +7.9% |
| 1Y | +7.6% | +68.0% | -60.4% | +5.4% |
| All | +7.6% | +68.2% | -60.5% | +5.4% |
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 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