+40.2%
ECL vs LSCC
+18.7%
+21.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.6% | +5.7% | -1.8% |
| 7D | +1.7% | -4.8% | +6.5% | +2.1% |
| 30D | +8.9% | -27.1% | +36.0% | +13.0% |
| 3M | +7.4% | -23.6% | +31.0% | +10.4% |
| 6M | +19.3% | -19.8% | +39.2% | +20.2% |
| YTD | +17.4% | +33.2% | -15.8% | +8.3% |
| 1Y | +19.4% | +55.2% | -35.8% | +7.3% |
| 3Y | +80.5% | +70.1% | +10.4% | +50.1% |
| 5Y | +40.2% | +19.5% | +20.7% | +11.3% |
| All | +40.2% | +18.7% | +21.5% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling