+197.7%
ECL vs LSCC
+1,398.6%
-1,200.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.4% | -6.4% | +0.7% |
| 7D | -0.5% | +19.3% | -19.9% | -3.6% |
| 30D | +8.8% | -9.6% | +18.5% | +10.0% |
| 3M | +7.8% | -12.4% | +20.3% | +9.1% |
| 6M | +21.3% | -10.5% | +31.8% | +20.4% |
| YTD | +17.8% | +54.8% | -37.0% | +4.7% |
| 1Y | +21.1% | +79.4% | -58.3% | +4.5% |
| 3Y | +80.1% | +109.6% | -29.5% | +41.4% |
| 5Y | +40.5% | +40.4% | +0.1% | +13.3% |
| 10Y | +197.7% | +1,379.1% | -1,181.3% | +50.9% |
| All | +197.7% | +1,398.6% | -1,200.8% | +50.9% |
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