-17.0%
MDLN vs LSCC
+53.5%
-70.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.9% |
| 7D | -6.2% | +1.4% | -7.6% | -6.2% |
| 30D | +0.7% | -10.0% | +10.7% | +0.6% |
| 3M | -5.4% | -16.1% | +10.6% | -5.7% |
| 6M | -21.6% | +27.4% | -48.9% | -23.2% |
| YTD | -18.9% | +56.9% | -75.8% | -16.7% |
| All | -17.0% | +53.5% | -70.5% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling