+134.3%
ED vs LSCC
+1,398.6%
-1,264.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.6% | -0.1% |
| 7D | -0.1% | +19.3% | -19.4% | -0.1% |
| 30D | +11.6% | -9.6% | +21.2% | +11.7% |
| 3M | +10.5% | -12.4% | +23.0% | +10.6% |
| 6M | +13.2% | -10.5% | +23.7% | +13.2% |
| YTD | +22.1% | +54.8% | -32.6% | +21.2% |
| 1Y | +24.2% | +79.4% | -55.2% | +22.9% |
| 3Y | +46.9% | +109.6% | -62.7% | +43.4% |
| 5Y | +80.8% | +40.4% | +40.4% | +76.8% |
| 10Y | +134.3% | +1,379.1% | -1,244.8% | +98.5% |
| All | +134.3% | +1,398.6% | -1,264.3% | +98.5% |
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