-15.4%
MDLN vs LTH
+65.4%
-80.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.4% | -5.0% |
| 7D | -1.2% | +1.5% | -2.7% | -1.3% |
| 30D | -1.5% | -3.1% | +1.5% | -1.4% |
| 3M | +2.6% | +28.1% | -25.5% | +3.5% |
| 6M | -20.9% | +67.4% | -88.3% | -21.8% |
| YTD | -17.4% | +59.8% | -77.2% | -13.7% |
| All | -15.4% | +65.4% | -80.8% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling