-5.9%
MDB vs LSCC
+81.4%
-87.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +0.6% |
| 7D | -11.4% | +13.0% | -24.3% | -14.6% |
| 30D | -13.8% | -19.8% | +6.0% | -8.6% |
| 3M | -15.5% | -18.4% | +2.9% | -11.3% |
| 6M | +17.9% | -16.1% | +34.0% | +19.0% |
| YTD | -25.5% | +42.7% | -68.2% | -39.4% |
| 1Y | -12.1% | +68.0% | -80.1% | -32.9% |
| 3Y | -5.9% | +85.8% | -91.7% | -36.6% |
| All | -5.9% | +81.4% | -87.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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