+6,028.8%
MU vs LSCC
+1,772.4%
+4,256.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.1% | +5.0% |
| 7D | +9.0% | +1.3% | +7.7% | +8.3% |
| 30D | +13.8% | -9.7% | +23.5% | +20.3% |
| 3M | +2.1% | -23.7% | +25.8% | +20.8% |
| 6M | +153.8% | +26.5% | +127.3% | +130.8% |
| YTD | +256.4% | +57.5% | +198.9% | +188.8% |
| 1Y | +719.8% | +75.7% | +644.1% | +525.6% |
| 3Y | +1,360.4% | +19.5% | +1,340.9% | +1,139.8% |
| 5Y | +1,312.4% | +83.8% | +1,228.7% | +801.6% |
| All | +6,028.8% | +1,772.4% | +4,256.4% | +1,290.2% |
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 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