-10.8%
MDLN vs LTH
+68.3%
-79.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.7% | -0.6% | +4.4% | +3.7% |
| 30D | -0.2% | -4.6% | +4.4% | 0.0% |
| 3M | +6.2% | +32.8% | -26.6% | +7.0% |
| 6M | -14.7% | +64.6% | -79.3% | -15.6% |
| YTD | -12.9% | +62.6% | -75.5% | -9.1% |
| All | -10.8% | +68.3% | -79.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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