-21.0%
MDLN vs LSCC
+51.8%
-72.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.9% |
| 7D | -11.5% | +0.4% | -11.9% | -11.5% |
| 30D | -7.6% | -9.5% | +1.9% | -7.6% |
| 3M | -11.4% | -13.8% | +2.4% | -11.6% |
| 6M | -24.5% | +24.5% | -48.9% | -26.1% |
| YTD | -22.9% | +55.1% | -78.0% | -20.7% |
| All | -21.0% | +51.8% | -72.8% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling