-24.5%
MDLN vs LTH
+50.3%
-74.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.8% |
| 7D | -11.5% | -3.7% | -7.7% | -11.1% |
| 30D | -7.6% | -5.3% | -2.2% | -7.2% |
| 3M | -11.4% | +24.2% | -35.5% | -9.7% |
| 6M | -24.5% | +54.8% | -79.3% | -25.0% |
| All | -24.5% | +50.3% | -74.8% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling