+11.4%
MTUM vs LSCC
+72.6%
-61.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -0.1% |
| 7D | +6.6% | +7.0% | -0.4% | +3.9% |
| 30D | -10.8% | -2.3% | -8.5% | -10.8% |
| 3M | -13.8% | -12.5% | -1.3% | -10.9% |
| 6M | -10.7% | -10.6% | -0.1% | -8.1% |
| YTD | +9.1% | +52.7% | -43.6% | -2.7% |
| 1Y | +11.4% | +74.0% | -62.6% | -3.4% |
| All | +11.4% | +72.6% | -61.3% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling