+141,733.1%
MSFT vs LSCC
+9,784.2%
+131,948.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -2.5% |
| 7D | +1.7% | +13.0% | -11.3% | -1.1% |
| 30D | +0.2% | -19.8% | +20.0% | +4.3% |
| 3M | +6.4% | -18.4% | +24.8% | +9.7% |
| 6M | +28.7% | -16.1% | +44.8% | +29.8% |
| YTD | +10.4% | +42.7% | -32.3% | -2.2% |
| 1Y | +7.6% | +68.0% | -60.4% | -8.3% |
| 3Y | +52.3% | +85.8% | -33.5% | +19.6% |
| 5Y | +64.5% | +28.0% | +36.5% | +34.9% |
| 10Y | +917.8% | +1,255.1% | -337.3% | +377.1% |
| All | +141,733.1% | +9,784.2% | +131,948.8% | +28,750.0% |
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