+3,097.2%
LSCC vs MLM
+2,961.7%
+135.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.4% |
| 7D | +1.3% | -2.9% | +4.2% | +2.8% |
| 30D | -9.7% | -6.8% | -2.8% | -6.7% |
| 3M | -23.7% | -11.2% | -12.5% | -20.2% |
| 6M | +26.5% | -21.8% | +48.3% | +41.2% |
| YTD | +57.5% | -17.0% | +74.5% | +69.3% |
| 1Y | +75.7% | -16.4% | +92.1% | +88.1% |
| 3Y | +19.5% | +14.5% | +5.0% | +10.4% |
| 5Y | +83.8% | +41.7% | +42.0% | +56.0% |
| 10Y | +1,772.4% | +200.0% | +1,572.3% | +932.8% |
| All | +3,097.2% | +2,961.7% | +135.5% | +536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling