+133,470.8%
MSFT vs LSCC
+10,808.2%
+122,662.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.5% |
| 7D | -2.7% | +1.3% | -4.0% | -3.0% |
| 30D | +2.7% | -9.7% | +12.4% | +4.7% |
| 3M | +17.0% | -23.7% | +40.7% | +22.1% |
| 6M | +23.8% | +26.5% | -2.7% | +14.6% |
| YTD | +4.0% | +57.5% | -53.5% | -9.0% |
| 1Y | -0.8% | +75.7% | -76.5% | -15.9% |
| 3Y | +55.6% | +19.5% | +36.1% | +34.9% |
| 5Y | +72.9% | +83.8% | -10.9% | +32.4% |
| 10Y | +875.8% | +1,772.4% | -896.6% | +329.4% |
| All | +133,470.8% | +10,808.2% | +122,662.6% | +26,757.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling