+1,751.4%
LSCC vs MLM
+199.9%
+1,551.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.4% |
| 7D | +1.3% | -2.9% | +4.2% | +2.9% |
| 30D | -9.7% | -6.8% | -2.8% | -6.4% |
| 3M | -23.7% | -11.2% | -12.5% | -19.8% |
| 6M | +26.5% | -21.8% | +48.3% | +42.8% |
| YTD | +57.5% | -17.0% | +74.5% | +70.2% |
| 1Y | +75.7% | -16.4% | +92.1% | +88.9% |
| 3Y | +19.5% | +14.5% | +5.0% | +9.0% |
| 5Y | +83.8% | +41.7% | +42.0% | +52.0% |
| All | +1,751.4% | +199.9% | +1,551.5% | +1,047.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling