+319.0%
MTUM vs LSCC
+1,486.2%
-1,167.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.4% | -6.6% | +1.1% |
| 7D | +1.5% | +14.5% | -12.9% | -2.1% |
| 30D | -12.1% | -0.1% | -12.0% | -12.5% |
| 3M | -10.0% | -2.7% | -7.3% | -10.2% |
| 6M | -9.4% | -4.8% | -4.6% | -9.5% |
| YTD | +11.1% | +66.9% | -55.7% | -4.4% |
| 1Y | +10.8% | +85.8% | -75.1% | -7.4% |
| 3Y | +92.9% | +115.6% | -22.6% | +45.7% |
| 5Y | +55.2% | +48.8% | +6.4% | +20.4% |
| All | +319.0% | +1,486.2% | -1,167.1% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling