+4,280.0%
MSI vs LSCC
+9,784.2%
-5,504.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -2.3% |
| 7D | +4.7% | +13.0% | -8.3% | +1.1% |
| 30D | +14.8% | -19.8% | +34.6% | +19.9% |
| 3M | +8.8% | -18.4% | +27.2% | +12.2% |
| 6M | +19.3% | -16.1% | +35.4% | +19.2% |
| YTD | +35.3% | +42.7% | -7.4% | +15.7% |
| 1Y | +33.8% | +68.0% | -34.2% | +9.2% |
| 3Y | +74.4% | +85.8% | -11.4% | +26.2% |
| 5Y | +120.5% | +28.0% | +92.5% | +65.0% |
| 10Y | +685.2% | +1,255.1% | -569.9% | +172.2% |
| All | +4,280.0% | +9,784.2% | -5,504.3% | +564.7% |
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