+127.4%
ED vs LSCC
+1,244.7%
-1,117.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.5% | -2.4% |
| 7D | +1.6% | +13.0% | -11.3% | +1.6% |
| 30D | +13.3% | -19.8% | +33.1% | +13.4% |
| 3M | +9.7% | -18.4% | +28.1% | +9.8% |
| 6M | +12.8% | -16.1% | +28.9% | +12.7% |
| YTD | +22.3% | +42.7% | -20.4% | +21.3% |
| 1Y | +26.3% | +68.0% | -41.7% | +25.0% |
| 3Y | +45.0% | +85.8% | -40.8% | +41.8% |
| 5Y | +80.2% | +28.0% | +52.1% | +76.2% |
| All | +127.4% | +1,244.7% | -1,117.3% | +89.2% |
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