+509.7%
MDLZ vs LSCC
+304.6%
+205.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.6% | +7.8% | -0.2% |
| 7D | +6.9% | -4.8% | +11.7% | +7.1% |
| 30D | +12.1% | -27.1% | +39.2% | +14.4% |
| 3M | +7.7% | -23.6% | +31.3% | +9.3% |
| 6M | +10.8% | -19.8% | +30.6% | +11.1% |
| YTD | +27.4% | +33.2% | -5.9% | +21.9% |
| 1Y | +23.5% | +55.2% | -31.7% | +16.6% |
| 3Y | +6.2% | +70.1% | -63.9% | -3.4% |
| 5Y | +22.9% | +19.5% | +3.4% | +12.4% |
| 10Y | +99.6% | +1,164.9% | -1,065.3% | +42.3% |
| All | +509.7% | +304.6% | +205.1% | +275.3% |
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