+2.7%
MDT vs LSCC
+33.9%
-31.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.3% | +2.2% |
| 7D | +1.0% | +7.0% | -5.9% | +0.6% |
| 30D | +9.2% | -2.3% | +11.5% | +9.1% |
| 3M | +14.5% | -12.5% | +27.0% | +14.9% |
| 6M | +37.3% | -10.6% | +47.9% | +36.5% |
| YTD | +9.8% | +52.7% | -42.9% | +3.3% |
| 1Y | +10.5% | +74.0% | -63.4% | +2.6% |
| 3Y | +57.4% | +104.8% | -47.4% | +38.8% |
| All | +2.7% | +33.9% | -31.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling