+454.2%
MDLZ vs LSCC
+378.3%
+75.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | -2.1% | -9.7% | +7.6% | -1.4% |
| 3M | +1.3% | -23.7% | +25.0% | +2.7% |
| 6M | +6.2% | +26.5% | -20.3% | +2.9% |
| YTD | +15.8% | +57.5% | -41.7% | +9.9% |
| 1Y | +4.1% | +75.7% | -71.6% | -2.4% |
| 3Y | -4.1% | +19.5% | -23.6% | -9.5% |
| 5Y | +13.4% | +83.8% | -70.4% | +0.3% |
| 10Y | +75.7% | +1,772.4% | -1,696.6% | +21.7% |
| All | +454.2% | +378.3% | +75.9% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling