+48.6%
ED vs LSCC
+69.3%
-20.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.6% | +9.5% | +0.3% |
| 7D | +5.2% | -4.8% | +10.0% | +4.9% |
| 30D | +15.5% | -27.1% | +42.6% | +13.3% |
| 3M | +13.0% | -23.6% | +36.6% | +11.4% |
| 6M | +13.1% | -19.8% | +32.9% | +12.3% |
| YTD | +25.3% | +33.2% | -7.9% | +29.2% |
| 1Y | +30.5% | +55.2% | -24.7% | +36.2% |
| All | +48.6% | +69.3% | -20.8% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling