+69.1%
MSFT vs LSCC
+36.6%
+32.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.4% | -5.7% | +1.1% |
| 7D | +7.5% | +19.3% | -11.8% | +3.6% |
| 30D | +1.9% | -9.6% | +11.5% | +3.4% |
| 3M | +9.2% | -12.4% | +21.7% | +11.0% |
| 6M | +31.9% | -10.5% | +42.3% | +31.0% |
| YTD | +13.4% | +54.8% | -41.3% | -2.6% |
| 1Y | +10.6% | +79.4% | -68.7% | -8.8% |
| 3Y | +54.7% | +109.6% | -54.9% | +11.8% |
| 5Y | +69.1% | +40.4% | +28.7% | +28.5% |
| All | +69.1% | +36.6% | +32.5% | +28.5% |
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