+8,639.7%
MDT vs LSCC
+11,085.9%
-2,446.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -3.7% | +21.2% | -24.9% | -5.5% |
| 30D | +8.6% | -1.9% | +10.5% | +8.3% |
| 3M | +12.2% | -8.1% | +20.2% | +12.2% |
| 6M | +33.7% | -5.2% | +39.0% | +32.2% |
| YTD | +7.8% | +61.5% | -53.7% | +0.4% |
| 1Y | +8.9% | +81.3% | -72.4% | +0.1% |
| 3Y | +57.6% | +108.7% | -51.1% | +38.6% |
| 5Y | -0.7% | +44.1% | -44.8% | -11.7% |
| 10Y | +60.3% | +1,439.5% | -1,379.2% | +9.0% |
| All | +8,639.7% | +11,085.9% | -2,446.2% | +3,626.9% |
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