+68,550.7%
MU vs LSCC
+9,126.4%
+59,424.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -8.6% | -8.9% | -13.5% |
| 7D | -29.7% | -4.8% | -24.9% | -28.1% |
| 30D | -37.2% | -27.1% | -10.1% | -27.4% |
| 3M | -26.5% | -23.6% | -2.9% | -17.1% |
| 6M | +2.6% | -19.8% | +22.4% | +16.2% |
| YTD | +130.1% | +33.2% | +96.9% | +105.3% |
| 1Y | +176.7% | +55.2% | +121.5% | +130.0% |
| 3Y | +813.1% | +70.1% | +743.0% | +590.7% |
| 5Y | +822.0% | +19.5% | +802.4% | +668.9% |
| 10Y | +3,936.2% | +1,164.9% | +2,771.3% | +981.6% |
| All | +68,550.7% | +9,126.4% | +59,424.3% | +6,478.8% |
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 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