+141.3%
ED vs LSCC
+1,333.6%
-1,192.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.7% |
| 7D | +2.1% | +5.0% | -2.9% | +2.1% |
| 30D | +12.4% | -11.7% | +24.2% | +12.5% |
| 3M | +13.1% | -13.3% | +26.4% | +13.2% |
| 6M | +14.1% | -12.5% | +26.6% | +14.0% |
| YTD | +23.1% | +51.2% | -28.1% | +22.1% |
| 1Y | +25.4% | +65.9% | -40.5% | +24.3% |
| 3Y | +47.9% | +95.3% | -47.5% | +44.7% |
| 5Y | +81.9% | +38.6% | +43.3% | +77.7% |
| 10Y | +141.3% | +1,352.3% | -1,211.1% | +104.9% |
| All | +141.3% | +1,333.6% | -1,192.4% | +104.9% |
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