+196.5%
ECL vs LSCC
+1,498.6%
-1,302.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.4% | -9.8% | -1.1% |
| 7D | -2.3% | +14.5% | -16.7% | -4.6% |
| 30D | +8.3% | -0.1% | +8.3% | +7.6% |
| 3M | +8.4% | -2.7% | +11.1% | +7.7% |
| 6M | +23.3% | -4.8% | +28.1% | +21.1% |
| YTD | +18.2% | +66.9% | -48.6% | +3.8% |
| 1Y | +18.8% | +85.8% | -67.1% | +2.0% |
| 3Y | +78.5% | +115.6% | -37.1% | +39.8% |
| 5Y | +40.1% | +48.8% | -8.7% | +11.9% |
| 10Y | +196.5% | +1,490.3% | -1,293.8% | +48.9% |
| All | +196.5% | +1,498.6% | -1,302.1% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling