+19.5%
LSCC vs MLM
+30.6%
-11.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.2% | -3.4% | -4.6% |
| 7D | -4.8% | -1.2% | -3.6% | -4.0% |
| 30D | -27.1% | +7.9% | -35.0% | -31.9% |
| 3M | -23.6% | -4.5% | -19.1% | -21.6% |
| 6M | -19.8% | -12.6% | -7.2% | -13.3% |
| YTD | +33.2% | -14.9% | +48.1% | +43.9% |
| 1Y | +55.2% | -13.1% | +68.3% | +64.7% |
| 3Y | +70.1% | +21.2% | +48.9% | +30.1% |
| 5Y | +19.5% | +32.0% | -12.5% | -18.0% |
| All | +19.5% | +30.6% | -11.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling