-20.2%
MTZ vs LSCC
+55.0%
-75.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.6% | +3.4% | -1.5% |
| 7D | -10.6% | -4.8% | -5.8% | -9.5% |
| 30D | -30.4% | -27.1% | -3.3% | -20.7% |
| 3M | -40.4% | -23.6% | -16.8% | -33.7% |
| 6M | -63.7% | -19.8% | -43.8% | -60.3% |
| YTD | -26.9% | +33.2% | -60.1% | -36.2% |
| 1Y | -20.2% | +55.2% | -75.4% | -33.3% |
| All | -20.2% | +55.0% | -75.2% | -33.3% |
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