+599.3%
MTUM vs LSCC
+2,294.6%
-1,695.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.4% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | -1.7% | -9.7% | +8.0% | +0.5% |
| 3M | -6.3% | -23.7% | +17.4% | -1.0% |
| 6M | +21.8% | +26.5% | -4.6% | +15.2% |
| YTD | +22.0% | +57.5% | -35.5% | +9.5% |
| 1Y | +25.3% | +75.7% | -50.3% | +9.3% |
| 3Y | +112.1% | +19.5% | +92.7% | +89.9% |
| 5Y | +76.2% | +83.8% | -7.5% | +38.0% |
| 10Y | +340.1% | +1,772.4% | -1,432.2% | +133.4% |
| All | +599.3% | +2,294.6% | -1,695.3% | +260.1% |
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