+966.1%
MELI vs LSCC
+1,847.8%
-881.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | -1.7% | -9.5% | +7.8% | +1.0% |
| 3M | +20.0% | -13.8% | +33.8% | +22.6% |
| 6M | +9.4% | +24.5% | -15.1% | -4.5% |
| YTD | -5.4% | +55.1% | -60.5% | -25.3% |
| 1Y | -18.8% | +72.5% | -91.3% | -39.2% |
| 3Y | +33.5% | +24.5% | +8.9% | +1.4% |
| 5Y | +3.2% | +81.8% | -78.6% | -36.7% |
| All | +966.1% | +1,847.8% | -881.7% | +228.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling