-14.3%
MTZ vs LSCC
+57.8%
-72.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.3% | -16.6% | -15.9% |
| 7D | -7.4% | +3.0% | -10.4% | -9.2% |
| 30D | -23.6% | -19.3% | -4.3% | -16.6% |
| 3M | -38.3% | -22.3% | -16.0% | -31.9% |
| 6M | -60.6% | -14.6% | -46.0% | -58.2% |
| YTD | -22.9% | +45.8% | -68.7% | -35.1% |
| 1Y | -14.3% | +69.6% | -83.9% | -30.8% |
| All | -14.3% | +57.8% | -72.1% | -30.8% |
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 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