+196.8%
ECL vs LSCC
+1,244.7%
-1,047.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -2.8% |
| 7D | -0.8% | +13.0% | -13.7% | -2.9% |
| 30D | +8.1% | -19.8% | +27.9% | +11.4% |
| 3M | +6.4% | -18.4% | +24.8% | +8.8% |
| 6M | +14.8% | -16.1% | +30.9% | +15.1% |
| YTD | +15.5% | +42.7% | -27.3% | +4.1% |
| 1Y | +20.1% | +68.0% | -47.9% | +4.8% |
| 3Y | +77.8% | +85.8% | -8.1% | +42.7% |
| 5Y | +37.9% | +28.0% | +9.8% | +13.0% |
| All | +196.8% | +1,244.7% | -1,047.9% | +51.4% |
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