+146.4%
ED vs LSCC
+1,351.6%
-1,205.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +1.4% |
| 7D | +2.1% | +7.0% | -4.9% | +2.1% |
| 30D | +10.4% | -2.3% | +12.7% | +10.4% |
| 3M | +12.5% | -12.5% | +25.1% | +12.6% |
| 6M | +14.9% | -10.6% | +25.5% | +14.9% |
| YTD | +24.8% | +52.7% | -27.9% | +23.8% |
| 1Y | +23.8% | +74.0% | -50.1% | +22.6% |
| 3Y | +51.6% | +104.8% | -53.1% | +48.1% |
| 5Y | +86.4% | +36.2% | +50.2% | +82.4% |
| All | +146.4% | +1,351.6% | -1,205.2% | +110.9% |
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