+2,207.4%
ED vs LSCC
+10,808.2%
-8,600.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.2% |
| 30D | -0.1% | -9.7% | +9.5% | +0.1% |
| 3M | +3.9% | -23.7% | +27.6% | +4.6% |
| 6M | -3.0% | +26.5% | -29.5% | -4.2% |
| YTD | +10.7% | +57.5% | -46.8% | +8.4% |
| 1Y | +13.3% | +75.7% | -62.3% | +10.5% |
| 3Y | +34.5% | +19.5% | +15.0% | +31.4% |
| 5Y | +67.1% | +83.8% | -16.6% | +58.7% |
| 10Y | +103.0% | +1,772.4% | -1,669.3% | +72.6% |
| All | +2,207.4% | +10,808.2% | -8,600.9% | +1,632.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling