+69.6%
LSCC vs MULL
+444.9%
-375.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.8% | +15.0% | +4.3% |
| 7D | +3.0% | -35.9% | +38.9% | +13.1% |
| 30D | -19.3% | -47.3% | +28.1% | -8.0% |
| 3M | -22.3% | -30.6% | +8.3% | -17.4% |
| 6M | -14.6% | +13.7% | -28.3% | -23.4% |
| YTD | +45.8% | +272.1% | -226.4% | +2.5% |
| 1Y | +69.6% | +475.1% | -405.4% | +13.8% |
| All | +69.6% | +444.9% | -375.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling