-40.5%
MDB vs LSCC
+33.9%
-74.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | +0.9% |
| 7D | +6.8% | +7.0% | -0.1% | +3.1% |
| 30D | -6.2% | -2.3% | -3.9% | -6.2% |
| 3M | -29.2% | -12.5% | -16.7% | -26.5% |
| 6M | +10.3% | -10.6% | +20.9% | +7.9% |
| YTD | -20.4% | +52.7% | -73.1% | -44.3% |
| 1Y | -4.8% | +74.0% | -78.8% | -38.3% |
| 3Y | -11.6% | +104.8% | -116.4% | -56.5% |
| All | -40.5% | +33.9% | -74.4% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling