+359.6%
MTUM vs LSCC
+1,833.8%
-1,474.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +4.1% | +1.4% | +2.7% | +3.8% |
| 30D | +0.6% | -10.0% | +10.7% | +3.3% |
| 3M | -0.6% | -16.1% | +15.4% | +3.4% |
| 6M | +25.3% | +27.4% | -2.0% | +17.3% |
| YTD | +23.8% | +56.9% | -33.1% | +9.4% |
| 1Y | +25.4% | +74.6% | -49.2% | +7.2% |
| 3Y | +117.3% | +26.0% | +91.3% | +89.0% |
| 5Y | +79.7% | +86.1% | -6.4% | +33.4% |
| 10Y | +359.6% | +1,830.6% | -1,471.0% | +109.8% |
| All | +359.6% | +1,833.8% | -1,474.2% | +109.8% |
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 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