+1,236.1%
LSCC vs MLM
+185.4%
+1,050.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +9.0% | +8.1% |
| 7D | +13.0% | -4.1% | +17.1% | +15.5% |
| 30D | -19.8% | +8.2% | -28.0% | -23.6% |
| 3M | -18.4% | -3.6% | -14.8% | -17.4% |
| 6M | -16.1% | -15.6% | -0.6% | -9.9% |
| YTD | +42.7% | -16.4% | +59.2% | +52.9% |
| 1Y | +68.0% | -14.3% | +82.4% | +77.7% |
| 3Y | +85.8% | +19.3% | +66.5% | +65.7% |
| 5Y | +28.0% | +29.6% | -1.5% | +8.8% |
| All | +1,236.1% | +185.4% | +1,050.7% | +721.3% |
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