+157.9%
MTZ vs LSCC
+82.7%
+75.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.4% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | -11.1% | -9.7% | -1.4% | -7.7% |
| 3M | -36.7% | -23.7% | -13.0% | -30.7% |
| 6M | -21.9% | +26.5% | -48.4% | -28.5% |
| YTD | +9.1% | +57.5% | -48.4% | -8.1% |
| 1Y | +30.0% | +75.7% | -45.7% | +5.1% |
| 3Y | +138.5% | +19.5% | +119.0% | +102.7% |
| All | +157.9% | +82.7% | +75.2% | +73.8% |
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 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