+77.8%
ECL vs LSCC
+81.4%
-3.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -2.2% |
| 7D | -0.8% | +13.0% | -13.7% | -1.7% |
| 30D | +8.1% | -19.8% | +27.9% | +9.7% |
| 3M | +6.4% | -18.4% | +24.8% | +7.6% |
| 6M | +14.8% | -16.1% | +30.9% | +14.7% |
| YTD | +15.5% | +42.7% | -27.3% | +8.9% |
| 1Y | +20.1% | +68.0% | -47.9% | +11.3% |
| 3Y | +77.8% | +85.8% | -8.1% | +55.8% |
| All | +77.8% | +81.4% | -3.6% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling