+492.6%
MTZ vs LSCC
+1,398.6%
-905.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.4% | +0.1% | +5.8% |
| 7D | -2.4% | +19.3% | -21.8% | -8.0% |
| 30D | -11.1% | -9.6% | -1.5% | -8.7% |
| 3M | -30.6% | -12.4% | -18.2% | -28.1% |
| 6M | -54.4% | -10.5% | -43.9% | -53.3% |
| YTD | -13.0% | +54.8% | -67.8% | -25.9% |
| 1Y | -5.7% | +79.4% | -85.1% | -23.3% |
| 3Y | +297.2% | +109.6% | +187.6% | +190.4% |
| 5Y | +95.9% | +40.4% | +55.5% | +50.5% |
| 10Y | +492.6% | +1,379.1% | -886.5% | +151.9% |
| All | +492.6% | +1,398.6% | -905.9% | +151.9% |
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