+69.4%
MTZ vs LSCC
+18.7%
+50.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.6% | +3.4% | -2.1% |
| 7D | -10.6% | -4.8% | -5.8% | -9.6% |
| 30D | -30.4% | -27.1% | -3.3% | -22.7% |
| 3M | -40.4% | -23.6% | -16.8% | -35.0% |
| 6M | -63.7% | -19.8% | -43.8% | -61.3% |
| YTD | -26.9% | +33.2% | -60.1% | -35.4% |
| 1Y | -20.2% | +55.2% | -75.4% | -33.1% |
| 3Y | +208.1% | +70.1% | +138.0% | +133.5% |
| 5Y | +69.4% | +19.5% | +49.9% | +34.3% |
| All | +69.4% | +18.7% | +50.7% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling