+89.8%
LSCC vs MLM
+27.5%
+62.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -0.2% |
| 7D | +3.0% | +9.1% | -6.2% | -2.7% |
| 30D | -19.3% | +14.6% | -33.9% | -26.4% |
| 3M | -22.3% | +0.3% | -22.6% | -22.7% |
| 6M | -14.6% | -7.5% | -7.1% | -11.6% |
| YTD | +45.8% | -10.2% | +56.0% | +49.3% |
| 1Y | +69.6% | -10.5% | +80.1% | +74.2% |
| All | +89.8% | +27.5% | +62.3% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling