+4,407.5%
MU vs LSCC
+1,351.6%
+3,056.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +2.9% | +0.5% |
| 7D | +12.8% | +7.0% | +5.8% | +8.7% |
| 30D | -14.9% | -2.3% | -12.6% | -14.0% |
| 3M | -18.0% | -12.5% | -5.5% | -12.4% |
| 6M | -3.1% | -10.6% | +7.5% | +5.0% |
| YTD | +172.9% | +52.7% | +120.2% | +122.1% |
| 1Y | +228.8% | +74.0% | +154.9% | +149.6% |
| 3Y | +950.8% | +104.8% | +846.0% | +583.3% |
| 5Y | +931.3% | +36.2% | +895.0% | +654.1% |
| All | +4,407.5% | +1,351.6% | +3,056.0% | +855.0% |
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