+52.3%
MSFT vs LSCC
+81.4%
-29.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.8% |
| 7D | +1.7% | +13.0% | -11.3% | +0.1% |
| 30D | +0.2% | -19.8% | +20.0% | +2.5% |
| 3M | +6.4% | -18.4% | +24.8% | +8.3% |
| 6M | +28.7% | -16.1% | +44.8% | +29.0% |
| YTD | +10.4% | +42.7% | -32.3% | +1.2% |
| 1Y | +7.6% | +68.0% | -60.4% | -4.1% |
| 3Y | +52.3% | +85.8% | -33.5% | +28.9% |
| All | +52.3% | +81.4% | -29.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling