+76.6%
MSI vs LSCC
+104.5%
-28.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.4% | -5.8% | +2.5% |
| 7D | +8.3% | +19.3% | -11.0% | +7.9% |
| 30D | +18.9% | -9.6% | +28.5% | +19.1% |
| 3M | +13.2% | -12.4% | +25.6% | +13.5% |
| 6M | +38.3% | -10.5% | +48.7% | +38.1% |
| YTD | +38.9% | +54.8% | -15.9% | +34.3% |
| 1Y | +36.7% | +79.4% | -42.7% | +31.0% |
| 3Y | +76.6% | +109.6% | -33.0% | +64.6% |
| All | +76.6% | +104.5% | -28.0% | +64.6% |
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