+2,067.4%
MTZ vs LSCC
+9,126.4%
-7,059.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.6% | +3.4% | -3.1% |
| 7D | -10.6% | -4.8% | -5.8% | -9.9% |
| 30D | -30.4% | -27.1% | -3.3% | -25.2% |
| 3M | -40.4% | -23.6% | -16.8% | -36.7% |
| 6M | -63.7% | -19.8% | -43.8% | -62.0% |
| YTD | -26.9% | +33.2% | -60.1% | -32.9% |
| 1Y | -20.2% | +55.2% | -75.4% | -29.4% |
| 3Y | +208.1% | +70.1% | +138.0% | +156.3% |
| 5Y | +69.4% | +19.5% | +49.9% | +46.5% |
| 10Y | +440.6% | +1,164.9% | -724.3% | +154.8% |
| All | +2,067.4% | +9,126.4% | -7,059.0% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling