+75.7%
LSCC vs MLM
-15.9%
+91.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | +1.3% | -2.9% | +4.2% | +2.1% |
| 30D | -9.7% | -6.8% | -2.8% | -8.0% |
| 3M | -23.7% | -11.2% | -12.5% | -21.7% |
| 6M | +26.5% | -21.8% | +48.3% | +32.4% |
| YTD | +57.5% | -17.0% | +74.5% | +51.3% |
| 1Y | +75.7% | -16.4% | +92.1% | +65.8% |
| All | +75.7% | -15.9% | +91.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling