+90.0%
MDLZ vs LSCC
+1,244.7%
-1,154.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -1.6% |
| 7D | +1.7% | +13.0% | -11.3% | +0.9% |
| 30D | +11.2% | -19.8% | +31.0% | +12.4% |
| 3M | +6.1% | -18.4% | +24.5% | +7.0% |
| 6M | +8.6% | -16.1% | +24.7% | +8.4% |
| YTD | +25.8% | +42.7% | -16.9% | +19.8% |
| 1Y | +21.7% | +68.0% | -46.3% | +14.2% |
| 3Y | +5.8% | +85.8% | -80.0% | -4.6% |
| 5Y | +21.4% | +28.0% | -6.6% | +10.1% |
| All | +90.0% | +1,244.7% | -1,154.6% | +23.7% |
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