+33.4%
OMC vs LSCC
+1,791.9%
-1,758.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | -5.8% | +5.2% | -11.0% | -6.5% |
| 30D | -4.8% | -9.6% | +4.8% | -3.6% |
| 3M | +9.2% | -17.8% | +27.0% | +11.0% |
| 6M | -2.5% | +37.4% | -39.9% | -9.5% |
| YTD | +2.6% | +59.7% | -57.1% | -7.9% |
| 1Y | +5.9% | +76.2% | -70.3% | -7.1% |
| 3Y | +14.2% | +28.2% | -14.0% | +0.8% |
| 5Y | +33.2% | +87.2% | -54.0% | +6.3% |
| 10Y | +33.4% | +1,795.0% | -1,761.6% | -19.0% |
| All | +33.4% | +1,791.9% | -1,758.5% | -19.0% |
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