+122.5%
LSCC vs MULL
+2,481.0%
-2,358.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.1% |
| 7D | +5.2% | +14.0% | -8.8% | +1.8% |
| 30D | -9.6% | +24.8% | -34.5% | -15.0% |
| 3M | -17.8% | -16.1% | -1.7% | -20.8% |
| 6M | +37.4% | +330.9% | -293.5% | -18.8% |
| YTD | +59.7% | +545.0% | -485.3% | -17.8% |
| 1Y | +76.2% | +2,427.1% | -2,350.9% | -42.0% |
| All | +122.5% | +2,481.0% | -2,358.6% | -39.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling