+3,971.9%
MU vs LSCC
+1,244.7%
+2,727.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.1% | -2.0% | +1.1% |
| 7D | -22.0% | +13.0% | -35.0% | -27.0% |
| 30D | -36.6% | -19.8% | -16.7% | -28.5% |
| 3M | -21.7% | -18.4% | -3.3% | -13.1% |
| 6M | +3.5% | -16.1% | +19.7% | +16.6% |
| YTD | +141.9% | +42.7% | +99.2% | +104.3% |
| 1Y | +189.8% | +68.0% | +121.8% | +124.6% |
| 3Y | +855.4% | +85.8% | +769.5% | +553.4% |
| 5Y | +869.2% | +28.0% | +841.1% | +632.7% |
| All | +3,971.9% | +1,244.7% | +2,727.3% | +792.3% |
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 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