+62.4%
MSFT vs LSCC
+33.9%
+28.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +1.2% |
| 7D | -1.3% | +7.0% | -8.2% | -2.8% |
| 30D | -1.8% | -2.3% | +0.5% | -2.1% |
| 3M | +5.6% | -12.5% | +18.2% | +7.1% |
| 6M | +29.8% | -10.6% | +40.4% | +28.7% |
| YTD | +9.0% | +52.7% | -43.7% | -6.4% |
| 1Y | +4.9% | +74.0% | -69.0% | -13.0% |
| 3Y | +46.2% | +104.8% | -58.6% | +6.1% |
| All | +62.4% | +33.9% | +28.5% | +24.9% |
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 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