+849.8%
MDB vs LSCC
+1,599.0%
-749.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -8.6% | +1.4% | -3.5% |
| 7D | -20.9% | -4.8% | -16.1% | -19.4% |
| 30D | -15.6% | -27.1% | +11.5% | -3.8% |
| 3M | -19.1% | -23.6% | +4.5% | -10.7% |
| 6M | +14.2% | -19.8% | +34.0% | +17.8% |
| YTD | -27.4% | +33.2% | -60.7% | -43.2% |
| 1Y | -13.0% | +55.2% | -68.3% | -36.9% |
| 3Y | -11.2% | +70.1% | -81.3% | -45.1% |
| 5Y | -45.2% | +19.5% | -64.7% | -61.6% |
| All | +849.8% | +1,599.0% | -749.2% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling